Convergence of densities of some functionals of Gaussian processes (Q2444422): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q358620 |
Changed an Item |
||
| Property / author | |||
| Property / author: Yaozhong Hu / rank | |||
Normal rank | |||
Revision as of 01:32, 14 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of densities of some functionals of Gaussian processes |
scientific article |
Statements
Convergence of densities of some functionals of Gaussian processes (English)
0 references
9 April 2014
0 references
multiple Wiener-Itô integrals
0 references
Wiener chaos
0 references
Malliavin calculus
0 references
integration by parts
0 references
Stein's method
0 references
convergence of densities
0 references
Ornstein-Uhlenbeck process
0 references
least squares estimator
0 references
small deviation
0 references
