SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Berry-Esseen bounds in the Breuer-Major CLT and Gebelein’s inequality
10 references·0 citing·38 second hop
Berry-Esseen bounds in the Breuer-Major CLT and Gebelein’s inequality (2019)Berry-Esseen bounds in the Breuer-Major C…Total variation estimates in the Breuer–Major theorem (2021)Total variation estimates in …Introduction to Malliavin Calculus (2018)Introduction to Malliavin Cal…Long-Range Dependence and Self-Similarity (2017)Long-Range Dependence and Sel…The optimal fourth moment theorem (2015)The optimal fourth moment the…Lectures on Gaussian Approximations with Malliavin Calculus (2013)Lectures on Gaussian Approxim…Convergence in total variation on Wiener chaos (2012)Convergence in total variatio…Parameter estimation for fractional Ornstein–Uhlenbeck processes (2010)Parameter estimation for frac…Second order Poincaré inequalities and CLTs on Wiener space (2009)Second order Poincaré inequal…Correlation Inequalities and Applications to Vector-Valued Gaussian Random Variables and Fractional Brownian Motion (2009)Correlation Inequalities and …Convergence of integrated processes of arbitrary Hermite rank (1979)Convergence of integrated pro…The Malliavin Calculus and Related Topics (1995)Central limit theorems for sequences of multiple stochastic integrals (2005)The Malliavin Calculus and Related Topics (2006)Berry–Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion (2016)Gaussian approximation of maxima of Wiener functionals and its application to high-frequency data (2019)Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency (2022)Multiple Wiener Integral (1951)Stochastic Analysis (1997)Cumulants on the Wiener space (2009)Stein's Method Meets Malliavin Calculus: A Short Survey With New Estimates (2010)Convergence of densities of some functionals of Gaussian processes (2013)THE MALLIAVIN CALCULUS AND RELATED TOPICS (Probability and its Applications) (1997)Malliavin-Stein method for variance-gamma approximation on Wiener space (2015)Generalization of the Nualart–Peccati criterion (2016)Optimal rates for parameter estimation of stationary Gaussian processes (2018)Stochastic Calculus for Fractional Brownian Motion I. Theory (2000)Stochastic Calculus for Fractional Brownian Motion and Applications (2008)Parameter estimation for fractional Ornstein–Uhlenbeck processes at discrete observation (2011)Parameter estimation for fractional Ornstein–Uhlenbeck processes of general Hurst parameter (2017)Modeling and forecasting realized volatility with the fractional Ornstein–Uhlenbeck process (2021)Fractional Brownian Motions, Fractional Noises and Applications (1968)Weak convergence to fractional brownian motion and to the rosenblatt process (1975)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Modelling Nonlinear Economic Time Series (2010)Continuous Martingales and Brownian Motion (1999)On Fractional Brownian Processes (1999)Stochastic calculus of variations and hypoelliptic operators (1978)Absolute continuity and convergence of densities for random vectors on Wiener chaos (2013)Statistical inference for Vasicek-type model driven by Hermite processes (2018)Quadratic variations and estimation of the local Hölder index of a Gaussian process (1997)Stein’s method on Wiener chaos (2008)Averaging 2d stochastic wave equation (2021)Testing for Change‐Points in Long‐Range Dependent Time Series by Means of a Self‐Normalized Wilcoxon Test (2016)Theoretical foundation of detrending methods for fluctuation analysis such as detrended fluctuation analysis and detrending moving average (2019)High-frequency analysis of parabolic stochastic PDEs (2020)Rapid and accurate development of prices and Greeks for n th to default credit swaps in the Li model (2004)Continuous Breuer–Major theorem: Tightness and nonstationarity (2020)Central limit theorems for stochastic wave equations in dimensions one and two (2021)
this work references cited by second hop

References

  • 1979Convergence of integrated processes of arbitrary Hermite rank566 cited
  • 2010Parameter estimation for fractional Ornstein–Uhlenbeck processes299 cited
  • 2017Long-Range Dependence and Self-Similarity260 cited
  • 2018Introduction to Malliavin Calculus111 cited
  • 2012Convergence in total variation on Wiener chaos90 cited
  • 2015The optimal fourth moment theorem81 cited
  • 2009Second order Poincaré inequalities and CLTs on Wiener space67 cited
  • 2013Lectures on Gaussian Approximations with Malliavin Calculus31 cited
  • 2021Total variation estimates in the Breuer–Major theorem22 cited
  • 2009Correlation Inequalities and Applications to Vector-Valued Gaussian Random Variables and Fractional Brownian Motion21 cited

Cited by

No citing works inside the corpus for this window.

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