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Convergence in total variation on Wiener chaos · Study

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ArticleConvergence in total variation on Wiener chaos

Ivan Nourdin2012

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Articlebronze2012

Convergence in total variation on Wiener chaos

Ivan Nourdin · Guillaume Poly

90 citations·0/0 files stored·Stochastic Processes and their Applications

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

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References

1997THE MALLIAVIN CALCULUS AND RELATED TOPICS (Probability and its Applications)1978Stochastic calculus of variations and hypoelliptic operators 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 1980Derivatives of Wiener functionals and absolute continuity of induced measures 2010Multivariate normal approximation using Stein’s method and Malliavin calculus

Cited by

2018Optimal rates for parameter estimation of stationary Gaussian processes 2013Absolute continuity and convergence of densities for random vectors on Wiener chaos 2018Statistical inference for Vasicek-type model driven by Hermite processes 2014On the distances between probability density functions 2016Generalization of the Nualart–Peccati criterion

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2010Stein's Method Meets Malliavin Calculus: A Short Survey With New Estimateschapter · 6 shared references 2013Lectures on Gaussian Approximations with Malliavin Calculuschapter · 6 shared references 2007Variations and estimators for the selfsimilarity order through Malliavin calculuspreprint · 5 shared references 2009Second order Poincaré inequalities and CLTs on Wiener spacearticle · 5 shared references 2010Multi-Dimensional Gaussian Fluctuations on the Poisson Spacearticle · 5 shared references 2009Cumulants on the Wiener spacearticle · 5 shared references

Details

Year2012

Typearticle

Published2012-10-13

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations90

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.spa.2012.10.004

openalex_workW2591972302

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