Empirical limit theorems for Wiener chaos
From MaRDI portal
Publication:6606035
Recommendations
- Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws
- Central limit theorem for multiple integrals with respect to the empirical process
- scientific article; zbMATH DE number 1944308
- Almost sure limit theorems on Wiener chaos: the non-central case
- Central limit theorems for sequences of multiple stochastic integrals
Cites work
- scientific article; zbMATH DE number 1089162 (Why is no real title available?)
- scientific article; zbMATH DE number 1944026 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- A Wong–Zakai Type Approximation for Multiple Wiener–Stratonovich Integrals
- A uniform central limit theorem for set-indexed partial-sum processes with finite variance
- An estimate about multiple stochastic integrals with respect to a normalized empirical measure
- An estimate on the supremum of a nice class of stochastic integrals and U-statistics
- Approximation of Multiple Stratonovich Fractional Integrals
- Approximation of the finite dimensional distributions of multiple fractional integrals
- Central limit theorem for multiple integrals with respect to the empirical process
- Central limit theorems for point processes
- Foundations of modern probability. In 2 volumes
- Invariance principle for symmetric statistics
- Invariance principles for self-similar set-indexed random fields
- Long-Range Dependence and Self-Similarity
- Lévy's Brownian motion as a set-indexed process and a related central limit theorem
- Multiple Wiener integral
- Multiple Wiener-Itô integrals. With applications to limit theorems
- ON GAUSSIAN RANDOM MEASURES GENERATED BY EMPIRICAL DISTRIBUTIONS OF INDEPENDENT RANDOM VARIABLES
- On the convergence to the multiple Wiener-Itô integral
- On the convergence to the multiple subfractional Wiener-Itō integral
- On the estimation of multiple random integrals and \(U\)-statistics
- Symmetric statistics, Poisson point processes, and multiple Wiener integrals
- Tail behaviour of multiple random integrals and \(U\)-statistics
- The Malliavin Calculus and Related Topics
- The empirical process of some long-range dependent sequences with an application to U-statistics
- Weak convergence to a class of multiple stochastic integrals
This page was built for publication: Empirical limit theorems for Wiener chaos
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6606035)
