Fourth moment bound and stationary Gaussian processes with positive correlation

Author:

Kim Yoon Tae,Park Hyun Suk

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Reference20 articles.

1. Biermé, H., Bonami, A., Nourdin, I., & Peccati, G. (2012). Optimal Berry-Esseen rates on the Wiener space: The barrier of third and fourth cumulants. ALEA Latin American Journal of Probability and Mathematical Statistics, 9(2), 473–500.

2. Chen, L. H. Y., Goldstein, L., & Shao, Q.-M. (2011). Normal approximation by Stein’s method. Probability and its applications (New York). Springer.

3. Cheridito, P., Kawaguchi, H., & Maejima, M. (2003). Fractional Ornstein-Uhlenbeck processes. Electronic Journal of Probability, 8, 1–14.

4. Es-Sebaiy, K., & Viens, G. (2019). Optimal rates for parameter estimation of stationary Gaussian processes. Stochastic Processes and their Applications, 129, 3018–3054.

5. Kim, Y. T., & Park, H. S. (2018). An Edgeworth expansion for functionals of Gaussian fields and its applications. Stochastic Processes and their Applications, 44, 312–320.

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