Berry-Esséen Bounds for Long Memory Moving Averages via Stein's Method and Malliavin Calculus (Q3094226): Difference between revisions

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+Stokes formula on the Wiener space and \(n\)-dimensional Nourdin-Peccati analysis
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+Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
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+Time series: theory and methods.
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+Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian proc\-esses
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+Non-central limit theorems for non-linear functional of Gaussian fields
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+Limit theorems for functionals of moving averages
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+Central and non-central limit theorems for weighted power variations of fractional Brownian motion
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+Stein's method on Wiener chaos
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+Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\)
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+Multivariate normal approximation using Stein's method and Malliavin calculus
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+The Malliavin Calculus and Related Topics
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+Convergence of integrated processes of arbitrary Hermite rank
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+Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion
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+UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES
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