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Volumn 12, Issue , 2007, Pages 350-364

Gaussian approximations of multiple integrals

Author keywords

Gaussian processes; Malliavin calculus; Multiple stochastic integrals; Non central limit theorems; Weak convergence

Indexed keywords


EID: 35549000598     PISSN: None     EISSN: 1083589X     Source Type: Journal    
DOI: 10.1214/ECP.v12-1322     Document Type: Article
Times cited : (8)

References (17)
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    • P. Baldi and D. Marinucci (2007). Some characterizations of the spherical harmonics coefficients for isotropic random fields. Statistics and Probability Letters 77(5), 490-496.
    • (2007) Statistics and Probability Letters , vol.77 , Issue.5 , pp. 490-496
    • Baldi, P.1    Marinucci, D.2
  • 2
    • 33845455397 scopus 로고    scopus 로고
    • Power variation of some integral long memory process
    • J.M. Corcuera, D. Nualart and J.H.C. Woerner (2006). Power variation of some integral long memory process. Bernoulli 12(4), 713-735.
    • (2006) Bernoulli , vol.12 , Issue.4 , pp. 713-735
    • Corcuera, J.M.1    Nualart, D.2    Woerner, J.H.C.3
  • 4
    • 4544355067 scopus 로고    scopus 로고
    • 2nd Edition). Cambridge University Press, Cambridge
    • R.M. Dudley (2003). Real Analysis and Probability (2nd Edition). Cambridge University Press, Cambridge.
    • (2003) Real Analysis and Probability
    • Dudley, R.M.1
  • 5
    • 18844415891 scopus 로고    scopus 로고
    • Renormalized self-intersection local time for fractional Brownian motion
    • Y. Hu and D. Nualart (2005). Renormalized self-intersection local time for fractional Brownian motion. The Annals of Probabability 33(3), 948-983.
    • (2005) The Annals of Probabability , vol.33 , Issue.3 , pp. 948-983
    • Hu, Y.1    Nualart, D.2
  • 7
    • 33744796252 scopus 로고    scopus 로고
    • High-resolution asymptotics for the angular bispectrum of spherical random fields
    • D. Marinucci (2006) High-resolution asymptotics for the angular bispectrum of spherical random fields. The Annals of Statistics, 34, 1-41
    • (2006) The Annals of Statistics , vol.34 , pp. 1-41
    • Marinucci, D.1
  • 12
    • 52049109198 scopus 로고    scopus 로고
    • The Malliavin Calculus and Related Topics (2nd Edition)
    • D. Nualart (2006). The Malliavin Calculus and Related Topics (2nd Edition). Springer.
    • (2006) Springer
    • Nualart, D.1
  • 14
    • 14944377936 scopus 로고    scopus 로고
    • Central limit theorems for sequences of multiple stochas-tic integrals
    • D. Nualart and G. Peccati (2005). Central limit theorems for sequences of multiple stochas-tic integrals. The Anuais of Probability 33, 177-193
    • (2005) The Anuais of Probability , vol.33 , pp. 177-193
    • Nualart, D.1    Peccati, G.2
  • 15
    • 85007107687 scopus 로고    scopus 로고
    • Gaussian limits for vector-valued multiple stochastic integrals
    • Springer Verlag
    • G. Peccati and C.A. Tudor (2005). Gaussian limits for vector-valued multiple stochastic integrals. In: Sémiuaire de Probabilités XXXVIII, 247-262, Springer Verlag.
    • (2005) Sémiuaire De Probabilités , vol.38 , pp. 247-262
    • Peccati, G.1    Tudor, C.A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.