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On the Gaussian approximation of vector-valued multiple integrals · Study

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ArticleOn the Gaussian approximation of vector-valued multiple integrals

Salim Noreddine2011

OA

Articlebronze2011

On the Gaussian approximation of vector-valued multiple integrals

Salim Noreddine · Ivan Nourdin

19 citations·0/0 files stored·Journal of Multivariate Analysis

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Stochastic processes and financial applications Probability and Statistical Research Random Matrices and Applications

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References

2006The Malliavin Calculus and Related Topics 2005Central limit theorems for sequences of multiple stochastic integrals 2008Stein’s method on Wiener chaos 2004Gaussian Limits for Vector-valued Multiple Stochastic Integrals 2007Central limit theorems for multiple stochastic integrals and Malliavin calculus 2010Multivariate normal approximation using Stein’s method and Malliavin calculus 2009Cumulants on the Wiener space 1987Multiple stochastic integrals with dependent integrators

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Year2011

Typearticle

Published2011-02-22

VenueJournal of Multivariate Analysis

ISSN-L0047-259X

Languageen

Citations19

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.jmva.2011.02.001

openalex_workW1971484320

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