An Edgeworth expansion for functionals of Gaussian fields and its applications (Q1630657)
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scientific article; zbMATH DE number 6991414
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| English | An Edgeworth expansion for functionals of Gaussian fields and its applications |
scientific article; zbMATH DE number 6991414 |
Statements
An Edgeworth expansion for functionals of Gaussian fields and its applications (English)
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10 December 2018
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Malliavin calculus
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fourth moment theorem
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Kolmogorov distance
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multiple stochastic integral
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Stein's equation
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Edgeworth expansion
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0.8676366209983826
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0.8084964752197266
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0.7995245456695557
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0.7994430661201477
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0.7979512214660645
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