Gaussian approximations of multiple integrals
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Publication:2461041
DOI10.1214/ECP.v12-1322zbMath1130.60029arXiv0707.1220MaRDI QIDQ2461041
Publication date: 19 November 2007
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0707.1220
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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Stein's method on Wiener chaos ⋮ Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean ⋮ Group representations and high-resolution central limit theorems for subordinated spherical random fields ⋮ Central limit theorems for multiple Skorokhod integrals ⋮ Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields ⋮ Multivariate normal approximation using Stein's method and Malliavin calculus
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