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Convergence of densities of some functionals of Gaussian processes
9 references·0 citing·23 second hop
Convergence of densities of some functionals of Gaussian processes (2013)Convergence of densities of some function…Absolute continuity and convergence of densities for random vectors on Wiener chaos (2013)Absolute continuity and conve…Convergence in total variation on Wiener chaos (2012)Convergence in total variatio…Parameter estimation for fractional Ornstein–Uhlenbeck processes (2010)Parameter estimation for frac…Multivariate normal approximation using Stein’s method and Malliavin calculus (2010)Multivariate normal approxima…Second order Poincaré inequalities and CLTs on Wiener space (2009)Second order Poincaré inequal…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…The Malliavin Calculus and Related Topics (2006)The Malliavin Calculus and Re…Central limit theorems for sequences of multiple stochastic integrals (2005)Central limit theorems for se…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)The Malliavin Calculus and Related Topics (1995)Density Formula and Concentration Inequalities with Malliavin Calculus (2009)Stein’s method and Normal approximation of Poisson functionals (2010)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)Modeling and forecasting realized volatility with the fractional Ornstein–Uhlenbeck process (2021)Gaussian Limits for Vector-valued Multiple Stochastic Integrals (2004)Variations and estimators for the selfsimilarity order through Malliavin calculus (2007)Continuous Martingales and Brownian Motion (1999)THE MALLIAVIN CALCULUS AND RELATED TOPICS (Probability and its Applications) (1997)On the distances between probability density functions (2014)Stochastic calculus of variations and hypoelliptic operators (1978)Optimal rates for parameter estimation of stationary Gaussian processes (2018)Statistical inference for Vasicek-type model driven by Hermite processes (2018)Applications of Malliavin calculus to Monte Carlo methods in finance (1999)Stochastic Calculus with Respect to Gaussian Processes (2001)Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations (2004)Parameter estimation for fractional Ornstein–Uhlenbeck processes of general Hurst parameter (2017)
this work references cited by second hop

References

  • 2006The Malliavin Calculus and Related Topics2,470 cited
  • 2005Central limit theorems for sequences of multiple stochastic integrals442 cited
  • 2008Stein’s method on Wiener chaos415 cited
  • 2010Parameter estimation for fractional Ornstein–Uhlenbeck processes299 cited
  • 2007Central limit theorems for multiple stochastic integrals and Malliavin calculus221 cited
  • 2010Multivariate normal approximation using Stein’s method and Malliavin calculus133 cited
  • 2012Convergence in total variation on Wiener chaos90 cited
  • 2009Second order Poincaré inequalities and CLTs on Wiener space67 cited
  • 2013Absolute continuity and convergence of densities for random vectors on Wiener chaos44 cited

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