Fourth moment bound and stationary Gaussian processes with positive correlation (Q2126029)
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English | Fourth moment bound and stationary Gaussian processes with positive correlation |
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Fourth moment bound and stationary Gaussian processes with positive correlation (English)
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14 April 2022
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Malliavin calculus
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fourth moment theorem
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stationary Gaussian process
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multiple Wiener integrals
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fractional Brownian motion
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normal approximation
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fractional stationary Ornstein-Uhlenbeck process
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