Gaussian approximation of maxima of Wiener functionals and its application to high-frequency data (Q2414101)
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scientific article; zbMATH DE number 7053522
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| English | Gaussian approximation of maxima of Wiener functionals and its application to high-frequency data |
scientific article; zbMATH DE number 7053522 |
Statements
Gaussian approximation of maxima of Wiener functionals and its application to high-frequency data (English)
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10 May 2019
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bootstrap
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fourth moment phenomenon
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Malliavin calculus
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maximum
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Stein's method
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uniform confidence bands
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0.755925714969635
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0.7384212613105774
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0.7362839579582214
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0.7322649955749512
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0.7240372896194458
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