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Convergence in total variation on Wiener chaos
8 references·5 citing·23 second hop
Convergence in total variation on Wiener chaos (2012)Convergence in total variation on Wiener …Multivariate normal approximation using Stein’s method and Malliavin calculus (2010)Multivariate normal approxima…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…THE MALLIAVIN CALCULUS AND RELATED TOPICS (Probability and its Applications) (1997)THE MALLIAVIN CALCULUS AND RE…Derivatives of Wiener functionals and absolute continuity of induced measures (1980)Derivatives of Wiener functio…Stochastic calculus of variations and hypoelliptic operators (1978)Stochastic calculus of variat…Statistical inference for Vasicek-type model driven by Hermite processes (2018)Statistical inference for Vas…Optimal rates for parameter estimation of stationary Gaussian processes (2018)Optimal rates for parameter e…Generalization of the Nualart–Peccati criterion (2016)Generalization of the Nualart…On the distances between probability density functions (2014)On the distances between prob…Absolute continuity and convergence of densities for random vectors on Wiener chaos (2013)Absolute continuity and conve…Multiple Wiener Integral (1951)The Malliavin calculus, a functional analytic approach (1981)Malliavin's calculus and stochastic integral representations of functional of diffusion processes† (1984)Generalized stochastic integrals and the malliavin calculus (1986)The Malliavin Calculus and Related Topics (1995)Stochastic Analysis (1997)The Malliavin Calculus and Related Topics (2006)Density Formula and Concentration Inequalities with Malliavin Calculus (2009)Stein’s method and Normal approximation of Poisson functionals (2010)Continuous Martingales and Brownian Motion (1999)Parameter estimation for fractional Ornstein–Uhlenbeck processes (2010)Fractional Ornstein-Uhlenbeck processes (2003)Least squares estimator of fractional Ornstein–Uhlenbeck processes with periodic mean (2017)Parameter estimation for fractional Ornstein–Uhlenbeck processes of general Hurst parameter (2017)Variations and estimators for the selfsimilarity order through Malliavin calculus (2007)Second order Poincaré inequalities and CLTs on Wiener space (2009)Multi-Dimensional Gaussian Fluctuations on the Poisson Space (2010)Stochastic analysis, rough path analysis and fractional Brownian motions (2002)Differential equations driven by Gaussian signals (2010)The Master Equation for Large Population Equilibriums (2014)Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions (1981)Stochastic calculus with anticipating integrands (1988)Functional Itô calculus and stochastic integral representation of martingales (2013)
this work references cited by second hop

References

  • 1997THE MALLIAVIN CALCULUS AND RELATED TOPICS (Probability and its Applications)525 cited
  • 1978Stochastic calculus of variations and hypoelliptic operators524 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
  • 1980Derivatives of Wiener functionals and absolute continuity of induced measures178 cited
  • 2010Multivariate normal approximation using Stein’s method and Malliavin calculus133 cited

Cited by

  • 2018Optimal rates for parameter estimation of stationary Gaussian processes51 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
  • 2014On the distances between probability density functions36 cited
  • 2016Generalization of the Nualart–Peccati criterion30 cited

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