Quantitative Breuer-Major theorems
From MaRDI portal
Publication:544489
DOI10.1016/j.spa.2010.12.006zbMath1225.60045arXiv1005.3107OpenAlexW3125770321MaRDI QIDQ544489
Giovanni Peccati, Ivan Nourdin, Mark Podolskij
Publication date: 15 June 2011
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1005.3107
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items
A Berry-Esséen bound for \(H\)-variation of a Gaussian process ⋮ Functional limit theorems for generalized variations of the fractional Brownian sheet ⋮ Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation ⋮ A CLT concerning critical points of random functions on a Euclidean space ⋮ Density convergence in the Breuer-Major theorem for Gaussian stationary sequences ⋮ Inference and forecasting for continuous-time integer-valued trawl processes ⋮ Kolmogorov distance for the central limit theorems of the Wiener chaos expansion and applications ⋮ Quantitative central limit theorems of spherical sojourn times of isotropic Gaussian fields ⋮ Asymptotic covariances for functionals of weakly stationary random fields ⋮ Spectral central limit theorem for additive functionals of isotropic and stationary Gaussian fields ⋮ Bounds in \(L^1\) Wasserstein distance on the normal approximation of general M-estimators ⋮ Wigner chaos and the fourth moment ⋮ Normal Approximation on a Finite Wiener Chaos ⋮ On the rate of convergence for central limit theorems of sojourn times of Gaussian fields ⋮ The local fractional bootstrap ⋮ Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion ⋮ Optimal rates for parameter estimation of stationary Gaussian processes ⋮ Central limit theorem for Lipschitz-Killing curvatures of excursion sets of Gaussian random fields ⋮ Approximation of Hilbert-valued gaussians on Dirichlet structures ⋮ KOLMOGOROV DISTANCE FOR MULTIVARIATE NORMAL APPROXIMATION ⋮ Modeling temporally uncorrelated components of complex-valued stationary processes ⋮ Berry-Esseen bounds in the Breuer-major CLT and Gebelein's inequality ⋮ On rate of convergence in non-central limit theorems ⋮ Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes ⋮ Stein meets Malliavin in normal approximation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Central and non-central limit theorems for weighted power variations of fractional Brownian motion
- Multi-dimensional Gaussian fluctuations on the Poisson space
- Multipower variation for Brownian semistationary processes
- Stein's method on Wiener chaos
- Identification of multifractional Brownian motion
- Power variation of some integral fractional processes
- Limits for weighted \(p\)-variations and likewise functionals of fractional diffusions with drift
- Estimating the Hurst parameter
- A central limit theorem and higher order results for the angular bispectrum
- Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles
- \(L^p\)-variations for multifractal fractional random walks
- Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
- Integrated functionals of normal and fractional processes
- Power variation for Gaussian processes with stationary increments
- Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
- Central limit theorems for non-linear functionals of Gaussian fields
- Asymptotics of statistical estimates in stochastic programming problems with long-range dependent samples
- Gaussian limiting behavior of the rescaled solution to the linear Korteweg-de Vries equation with random initial conditions
- Random complex zeroes. I: Asymptotic normality
- Renormalization and homogenization of fractional diffusion equations with random data
- Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
- Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos
- The empirical process for bivariate sequences with long memory
- The Malliavin Calculus and Related Topics
- CLT and other limit theorems for functionals of Gaussian processes
- Weak convergence to fractional brownian motion and to the rosenblatt process
- Convergence of integrated processes of arbitrary Hermite rank
- Non-central limit theorems for non-linear functional of Gaussian fields
- Gaussian Hilbert Spaces
- An Introduction to Stein's Method
- Real Analysis and Probability
- Central limit theorems for level functionals of stationary Gaussian processes and fields
