Convergence of densities of some functionals of Gaussian processes (Q2444422)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of densities of some functionals of Gaussian processes |
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Convergence of densities of some functionals of Gaussian processes (English)
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9 April 2014
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multiple Wiener-Itô integrals
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Wiener chaos
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Malliavin calculus
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integration by parts
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Stein's method
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convergence of densities
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Ornstein-Uhlenbeck process
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least squares estimator
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small deviation
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