The optimal third moment theorem

DOI10.1016/J.JKSS.2019.03.003zbMATH Open1458.60065OpenAlexW2937635853MaRDI QIDQ2178182FDOQ2178182

Hyun Suk Park, Yoon Tae Kim

Publication date: 7 May 2020

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2019.03.003

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zbMATH Keywords

Malliavin calculusBerry-Esseen boundcentral limit theoremStein's methodEdgeworth expansionsfourth moment theoremmultiple stochastic integralthird moment theorem

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) (L^p)-limit theorems (60F25)

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
• 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?)
• 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
• On the Gaussian approximation of vector-valued multiple integrals
• A third-moment theorem and precise asymptotics for variations of stationary Gaussian sequences

Cited In (1)

• Generalization of the Nualart-Peccati criterion

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