Fourth moment bound and stationary Gaussian processes with positive correlation (Q2126029)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Fourth moment bound and stationary Gaussian processes with positive correlation
scientific article

    Statements

    Fourth moment bound and stationary Gaussian processes with positive correlation (English)
    0 references
    0 references
    0 references
    14 April 2022
    0 references
    Malliavin calculus
    0 references
    fourth moment theorem
    0 references
    stationary Gaussian process
    0 references
    multiple Wiener integrals
    0 references
    fractional Brownian motion
    0 references
    normal approximation
    0 references
    fractional stationary Ornstein-Uhlenbeck process
    0 references

    Identifiers