Total variation estimates in the Breuer-Major theorem

DOI10.1214/20-AIHP1094zbMath1472.60049arXiv1807.09707OpenAlexW3163891083MaRDI QIDQ2041818

David Nualart, Hongjuan Zhou

Publication date: 23 July 2021

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.09707

zbMATH Keywords

total variationMalliavin calculusStein's methodHermite rankBreuer-Major theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (6)

Quantitative normal approximations for the stochastic fractional heat equation ⋮ Asymptotics of the cross-variation of Young integrals with respect to a general self-similar Gaussian process ⋮ Wasserstein bounds in CLT of approximative MCE and MLE of the drift parameter for Ornstein-Uhlenbeck processes observed at high frequency ⋮ Averaging 2D stochastic wave equation ⋮ Berry-Esseen bounds in the Breuer-major CLT and Gebelein's inequality ⋮ Berry-Ess\'een bounds for parameter estimation of general Gaussian processes

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