SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Stein’s method and Normal approximation of Poisson functionals
5 references·4 citing·19 second hop
Stein’s method and Normal approximation of Poisson functionals (2010)Stein’s method and Normal approximation o…Stein’s method on Wiener chaos (2008)Stein’s method on Wiener chaosCentral limit theorems for multiple stochastic integrals and Malliavin calculus (2007)Central limit theorems for mu…Central limit theorems for sequences of multiple stochastic integrals (2005)Central limit theorems for se…Gaussian Limits for Vector-valued Multiple Stochastic Integrals (2004)Gaussian Limits for Vector-va…Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Non-Gaussian Ornstein–Uhlenbe…The fourth moment theorem on the Poisson space (2018)The fourth moment theorem on …Lectures on Gaussian Approximations with Malliavin Calculus (2013)Lectures on Gaussian Approxim…Stein's Method Meets Malliavin Calculus: A Short Survey With New Estimates (2010)Stein's Method Meets Malliavi…Multi-Dimensional Gaussian Fluctuations on the Poisson Space (2010)Multi-Dimensional Gaussian Fl…THE MALLIAVIN CALCULUS AND RELATED TOPICS (Probability and its Applications) (1997)Stein’s method for invariant measures of diffusions via Malliavin calculus (2012)The Malliavin Calculus and Related Topics (1995)The Malliavin Calculus and Related Topics (2006)Stochastic Analysis (1997)Density Formula and Concentration Inequalities with Malliavin Calculus (2009)Stein’s method and exact Berry–Esseen asymptotics for functionals of Gaussian fields (2009)Multivariate normal approximation using Stein’s method and Malliavin calculus (2010)Multiple Wiener Integral (1951)Parameter estimation for fractional Ornstein–Uhlenbeck processes of general Hurst parameter (2017)Optimum consumption and portfolio rules in a continuous-time model (1971)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)A Jump-Diffusion Model for Option Pricing (2002)Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (2002)A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)Continuous Martingales and Brownian Motion (1999)Parameter estimation for fractional Ornstein–Uhlenbeck processes (2010)Central and non-central limit theorems for weighted power variations of fractional Brownian motion (2010)
this work references cited by second hop

References

  • 2001Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics1,801 cited
  • 2005Central limit theorems for sequences of multiple stochastic integrals442 cited
  • 2008Stein’s method on Wiener chaos415 cited
  • 2004Gaussian Limits for Vector-valued Multiple Stochastic Integrals249 cited
  • 2007Central limit theorems for multiple stochastic integrals and Malliavin calculus221 cited

Cited by

  • 2010Multi-Dimensional Gaussian Fluctuations on the Poisson Space67 cited
  • 2010Stein's Method Meets Malliavin Calculus: A Short Survey With New Estimates55 cited
  • 2013Lectures on Gaussian Approximations with Malliavin Calculus31 cited
  • 2018The fourth moment theorem on the Poisson space31 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work