An Edgeworth expansion for functionals of Gaussian fields and its applications

DOI10.1016/J.SPA.2018.01.006zbMATH Open1417.60039OpenAlexW2790255548MaRDI QIDQ1630657FDOQ1630657

Authors: Yoon Tae Kim, Hyun Suk Park 

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

Recommendations

• Optimal convergence rates and one-term Edgeworth expansions for multi-dimensional functionals of Gaussian fields
• The optimal fourth moment theorem
• Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
• The optimal third moment theorem
• KOLMOGOROV DISTANCE FOR MULTIVARIATE NORMAL APPROXIMATION

zbMATH Keywords

Malliavin calculusEdgeworth expansionKolmogorov distancefourth moment theoremmultiple stochastic integralStein's equation

Mathematics Subject Classification ID

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

Cites Work

• The Malliavin Calculus and Related Topics
• The bootstrap and Edgeworth expansion
• Title not available (Why is that?)
• Normal Approximation by Stein’s Method
• Central limit theorems for sequences of multiple stochastic integrals
• Lectures on Gaussian Approximations with Malliavin Calculus
• Stein's method on Wiener chaos
• Normal approximations with Malliavin calculus. From Stein's method to universality
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants
• The optimal fourth moment theorem
• Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
• Stein's method meets Malliavin calculus: a short survey with new estimates
• Cumulants on the Wiener space
• On the Gaussian approximation of vector-valued multiple integrals
• Optimal convergence rates and one-term Edgeworth expansions for multi-dimensional functionals of Gaussian fields

Cited In (5)

• Optimal convergence rates and one-term Edgeworth expansions for multi-dimensional functionals of Gaussian fields
• Kolmogorov distance for the central limit theorems of the Wiener chaos expansion and applications
• The optimal third moment theorem
• An improved second-order Poincaré inequality for functionals of Gaussian fields
• Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants

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