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Central limit theorems for multiple stochastic integrals and Malliavin calculus
4 references·16 citing·29 second hop
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this work references cited by second hop

References

  • 2006The Malliavin Calculus and Related Topics2,470 cited
  • 1951Multiple Wiener Integral699 cited
  • 2005Central limit theorems for sequences of multiple stochastic integrals442 cited
  • 2004Gaussian Limits for Vector-valued Multiple Stochastic Integrals249 cited

Cited by

  • 2010Stein’s method and Normal approximation of Poisson functionals152 cited
  • 2010Multivariate normal approximation using Stein’s method and Malliavin calculus133 cited
  • 2017Parameter estimation for fractional Ornstein–Uhlenbeck processes of general Hurst parameter125 cited
  • 2009Stein’s method and exact Berry–Esseen asymptotics for functionals of Gaussian fields96 cited
  • 2007Variations and estimators for the selfsimilarity order through Malliavin calculus93 cited
  • 2012Convergence in total variation on Wiener chaos90 cited
  • 2008Power variation for Gaussian processes with stationary increments79 cited
  • 2011Multipower variation for Brownian semistationary processes77 cited
  • 2009Second order Poincaré inequalities and CLTs on Wiener space67 cited
  • 2010Multi-Dimensional Gaussian Fluctuations on the Poisson Space67 cited
  • 2009Cumulants on the Wiener space

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61 cited
  • 2012Variations of the solution to a stochastic heat equation57 cited
  • 2010Stein's Method Meets Malliavin Calculus: A Short Survey With New Estimates55 cited
  • 2013Parameter Estimation for Fractional Ornstein–Uhlenbeck Processes with Discrete Observations53 cited
  • 2010The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/651 cited
  • 2012Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes50 cited