Gaussian limits for vector-valued multiple stochastic integrals
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- On the Gaussian approximation of vector-valued multiple integrals
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Cited in
(only showing first 100 items - show all)- Central limit theorems for double Poisson integrals
- Integrated functionals of normal and fractional processes
- A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4
- Power variation for Gaussian processes with stationary increments
- Second order Poincaré inequalities and CLTs on Wiener space
- An Edgeworth expansion for functionals of Gaussian fields and its applications
- Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean
- Fourth moment theorems on the Poisson space in any dimension
- Renormalized self-intersection local time for fractional Brownian motion
- New central limit theorems for functionals of Gaussian processes and their applications
- Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra
- Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos
- Estimation of local anisotropy based on level sets
- Multivariate normal approximation on the Wiener space: new bounds in the convex distance
- Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion
- The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications
- New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems
- Fourth moment bound and stationary Gaussian processes with positive correlation
- Asymptotics of the cross-variation of Young integrals with respect to a general self-similar Gaussian process
- Error analysis for approximations to one-dimensional SDEs via the perturbation method
- Averaging Gaussian functionals
- Continuous Breuer-Major theorem: tightness and nonstationarity
- Ergodicity and drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process of the second kind
- Total variation distance between stochastic polynomials and invariance principles
- On the absolute continuity of random nodal volumes
- On the correlation between nodal and nonzero level sets for random spherical harmonics
- Crank-Nicolson scheme for stochastic differential equations driven by fractional Brownian motions
- A note on the reduction principle for the nodal length of planar random waves
- Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion
- Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos
- Asymptotic expansion of Skorohod integrals
- Limit theorems for long-memory flows on Wiener chaos
- Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus
- Gaussian random measures generated by Berry's nodal sets
- Symmetric stochastic integrals with respect to a class of self-similar Gaussian processes
- The defect of random hyperspherical harmonics
- Variance estimator for fractional diffusions with variance and drift depending on time
- Fluctuations of the power variation of fractional Brownian motion in Brownian time
- On \(L^{2}\) modulus of continuity of Brownian local times and Riesz potentials
- Stein meets Malliavin in normal approximation
- Fluctuations of the increment of the argument for the Gaussian entire function
- Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter
- Nodal statistics of planar random waves
- Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws
- Asymptotic theory for Brownian semi-stationary processes with application to turbulence
- Universal Gaussian fluctuations on the discrete Poisson chaos
- On nonlinear functionals of random spherical eigenfunctions
- Fourth moment theorems for Markov diffusion generators
- Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion
- High-frequency asymptotics for subordinated stationary fields on an abelian compact group
- Central limit theorems for multiple stochastic integrals and Malliavin calculus
- On quadratic functionals of the Brownian sheet and related processes
- On non-standard limits of Brownian semi-stationary processes
- Gaussian complex zeroes are not always normal: limit theorems on the disc
- Quantitative stable limit theorems on the Wiener space
- Strong asymptotic independence on Wiener chaos
- Generalization of the Nualart-Peccati criterion
- Functional limit theorems for generalized variations of the fractional Brownian sheet
- Limit theorems for functionals of higher order differences of Brownian semi-stationary processes
- Central limit theorem for an iterated integral with respect to fBm with \(H>1/2\)
- Asymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range Dependence
- Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions
- Multidimensional limit theorems for homogeneous sums: a survey and a general transfer principle
- On the fourth moment theorem for complex multiple Wiener–Itô integrals
- Berry-Esseen bounds and multivariate limit theorems for functionals of Rademacher sequences
- CLT for the zeros of classical random trigonometric polynomials
- A simple condition for the multivariate CLT and the attraction to the Gaussian of Lévy processes at long and short times
- Classical and free fourth moment theorems: universality and thresholds
- Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation
- On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields
- Continuous Breuer-Major theorem for vector valued fields
- Functional limit theorems for power series with rapid decay of moving averages of Hermite processes
- Quantitative CLTs on a Gaussian space: a survey of recent developments
- scientific article; zbMATH DE number 4166214 (Why is no real title available?)
- Bipower Variation for Gaussian Processes with Stationary Increments
- Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process
- Gaussian scenario for the heat equation with quadratic potential and weakly dependent data with applications
- Limit theorems for power variations of ambit fields driven by white noise
- Weak convergence on Wiener space: targeting the first two chaoses
- Normal convergence using Malliavin calculus with applications and examples
- Asymptotic expansion for the quadratic variations of the solution to the heat equation with additive white noise
- Spatial averages for the Parabolic Anderson model driven by rough noise
- Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space
- Positive semidefinite integrated covariance estimation, factorizations and asynchronicity
- Ambit fields: survey and new challenges
- Functional limit theorems for Volterra processes and applications to homogenization
- WEAK CONVERGENCE FOR MULTIPLE STOCHASTIC INTEGRALS IN SKOROHOD SPACE
- Ergodicity and Gaussianity for spherical random fields
- Two properties of vectors of quadratic forms in Gaussian random variables
- Normal approximation on a finite Wiener chaos
- On the Gaussian approximation of vector-valued multiple integrals
- Generalizations of the fourth moment theorem
- A Peccati-Tudor type theorem for Rademacher chaoses
- Asymptotic variance and CLT for the number of zeros of Kostlan Shub Smale random polynomials
- On quadratic variations for the fractional-white wave equation
- High-dimensional central limit theorems for homogeneous sums
- Asymptotic covariances for functionals of weakly stationary random fields
- Winding number for stationary Gaussian processes using real variables
- Optimal rate of convergence for vector-valued Wiener-Itô integral
- Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion
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