Asymptotics of Yule's nonsense correlation for Ornstein-Uhlenbeck paths: a Wiener chaos approach (Q2154948): Difference between revisions

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+Yule's ``nonsense correlation'' solved!
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+Normal rank
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+Stein's method on Wiener chaos
@@ Property / cites work: Stein's method on Wiener chaos / rank @@
+Normal rank
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+Understanding spurious regressions in econometrics
+Normal rank
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+Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
+Normal rank
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+The optimal fourth moment theorem
@@ Property / cites work: The optimal fourth moment theorem / rank @@
+Normal rank
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+Normal Approximations with Malliavin Calculus
@@ Property / cites work: Normal Approximations with Malliavin Calculus / rank @@
+Normal rank
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+Density formula and concentration inequalities with Malliavin calculus
+Normal rank
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+The Malliavin Calculus and Related Topics
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+Normal rank
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+The accuracy of the normal approximation for minimum contrast estimates
+Normal rank