Convergence of densities of some functionals of Gaussian processes
From MaRDI portal
Publication:2444422
DOI10.1016/j.jfa.2013.09.024zbMath1290.60045arXiv1302.6962MaRDI QIDQ2444422
David Nualart, Fei Lu, Yaozhong Hu
Publication date: 9 April 2014
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1302.6962
Malliavin calculus; Stein's method; Ornstein-Uhlenbeck process; least squares estimator; integration by parts; Wiener chaos; multiple Wiener-Itô integrals; small deviation; convergence of densities
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