Fisher information and the fourth moment theorem (Q297460): Difference between revisions
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Property / Mathematics Subject Classification ID: 60G22 / rank | |||
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Property / Mathematics Subject Classification ID: 94A17 / rank | |||
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Property / Mathematics Subject Classification ID: 60F05 / rank | |||
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Property / zbMATH DE Number: 6598352 / rank | |||
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Fisher information | |||
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total variation distance | |||
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relative entropy | |||
Property / zbMATH Keywords: relative entropy / rank | |||
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fourth moment theorem | |||
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fractional Brownian motion | |||
Property / zbMATH Keywords: fractional Brownian motion / rank | |||
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Malliavin calculus | |||
Property / zbMATH Keywords: Malliavin calculus / rank | |||
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Revision as of 22:09, 27 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Fisher information and the fourth moment theorem |
scientific article |
Statements
Fisher information and the fourth moment theorem (English)
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27 June 2016
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Fisher information
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total variation distance
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relative entropy
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fourth moment theorem
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fractional Brownian motion
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Malliavin calculus
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