An Edgeworth expansion for functionals of Gaussian fields and its applications

DOI10.1016/j.spa.2018.01.006zbMath1417.60039OpenAlexW2790255548MaRDI QIDQ1630657

Hyun Suk Park, Yoon Tae Kim

Publication date: 10 December 2018

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2018.01.006

zbMATH Keywords

Malliavin calculusKolmogorov distanceEdgeworth expansionmultiple stochastic integralfourth moment theoremStein's equation

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Central limit and other weak theorems (60F05)

Cites Work

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