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Asymptotic independence of multiple Wiener–Itô integrals and the resulting limit laws

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References

2006The Malliavin Calculus and Related Topics2,470 cited
1995The Malliavin Calculus and Related Topics1,545 cited
1975Weak convergence to fractional brownian motion and to the rosenblatt process794 cited
2008Malliavin Calculus for Lévy Processes with Applications to Finance459 cited
2005Central limit theorems for sequences of multiple stochastic integrals442 cited
2004Gaussian Limits for Vector-valued Multiple Stochastic Integrals249 cited
1975Weak convergence to fractional Brownian motion and to the Rosenblatt process67 cited

Cited by

2015Malliavin-Stein method for variance-gamma approximation on Wiener space46 cited
2013Absolute continuity and convergence of densities for random vectors on Wiener chaos44 cited
2018Statistical inference for Vasicek-type model driven by Hermite processes44 cited
2014Quadratic variations for the fractional-colored stochastic heat equation29 cited

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