An Edgeworth expansion for functionals of Gaussian fields and its applications (Q1630657)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Edgeworth expansion for functionals of Gaussian fields and its applications |
scientific article |
Statements
An Edgeworth expansion for functionals of Gaussian fields and its applications (English)
0 references
10 December 2018
0 references
Malliavin calculus
0 references
fourth moment theorem
0 references
Kolmogorov distance
0 references
multiple stochastic integral
0 references
Stein's equation
0 references
Edgeworth expansion
0 references
0 references
0 references
