New central limit theorems for functionals of Gaussian processes and their applications

DOI10.1007/S11009-011-9236-9zbMATH Open1259.60028OpenAlexW2089886335MaRDI QIDQ1930612FDOQ1930612

Authors: José Manuel Corcuera 

Publication date: 11 January 2013

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-011-9236-9

Recommendations

• Central limit theorem for functionals of a generalized self-similar Gaussian process
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• Lectures on Gaussian Approximations with Malliavin Calculus
• Power variation for Gaussian processes with stationary increments

zbMATH Keywords

Gaussian processescentral limit theoremWiener chaosnon-semimartingalespower variations

Mathematics Subject Classification ID

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

Cites Work

• The Malliavin Calculus and Related Topics
• Title not available (Why is that?)
• Central limit theorems for non-linear functionals of Gaussian fields
• Central limit theorems for sequences of multiple stochastic integrals
• Power variation for Gaussian processes with stationary increments
• Central limit theorems for multiple stochastic integrals and Malliavin calculus
• Title not available (Why is that?)
• Power variation of some integral fractional processes
• Stein's method meets Malliavin calculus: a short survey with new estimates
• Bipower Variation for Gaussian Processes with Stationary Increments
• Multipower variation for Brownian semistationary processes
• Renormalized self-intersection local time for fractional Brownian motion

Cited In (5)

• Limit theorems for multivariate Brownian semistationary processes and feasible results
• Central limit theorem for wave-functionals of Gaussian processes
• Central limit theorems for level functionals of stationary Gaussian processes and fields
• A note on parameter estimation for discretely sampled SPDEs
• A central limit theorem for the realised covariation of a bivariate Brownian semistationary process

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