The central limit theorem for cross-variation related to the standard Brownian sheet and Berry-Esseen bounds (Q458122): Difference between revisions

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+Stein's method on Wiener chaos
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+Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
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+Une formule d'Itô pour les martingales continues à deux indices et quelques applications
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+The Malliavin Calculus and Related Topics
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+Central limit theorems for multiple stochastic integrals and Malliavin calculus
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+Central limit theorems for sequences of multiple stochastic integrals
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+Estimation of quadratic variation for two-parameter diffusions
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+Convergence of Finite-Dimensional Laws of the Weighted Quadratic Variations Process for Some Fractional Brownian Sheets
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+Q4404195
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+Q4000424
@@ Property / cites work: Q4000424 / rank @@
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