Huiping Chen, Yong Chen, Yong Liu
Published 2024-07-07Version 1
For complex multiple Wiener-It\^{o} integral, we present Berry-Ess\'een upper and lower bounds in terms of moments and kernel contractions under the Wasserstein distance. As a corollary, we simplify the previously known contraction condition of the complex Fourth Moment Theorem. Additionally, as an application, we explore the optimal Berry-Ess\'een bound for a statistic associated with the complex-valued Ornstein-Uhlenbeck process.
Comments: arXiv admin note: text overlap with arXiv:2304.08088
An improved complex fourth moment theorem
On the fourth moment theorem for the complex multiple Wiener-Itô integrals
Berry-Esséen bound for the Parameter Estimation of Fractional Ornstein-Uhlenbeck Processes with the Hurst Parameter 0<H<1/2
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