Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos

Author:

Tudor Ciprian A.,Yoshida Nakahiro

Funder

ECOS CNRS-CONICYT

MEC

MATHAMSUD

Japan Science and Technology Agency CREST

Japan Society for the Promotion of Science

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference17 articles.

1. Optimal Berry–Esseen rates on the Wiener space: the barrier of third and fourth cumulants;Biermé;ALEA Lat. Am. J. Probab. Math. Stat.,2012

2. Central limit theorem for non-linear functionals of Gaussian fields;Breuer;J. Multivariate Anal.,1983

3. Convergence of densities of some functionals of Gaussian processes;Hu;J. Funct. Anal.,2014

4. Density convergence in the Breuer-Major theorem for Gaussian stationary sequences;Hu;Bernoulli,2015

5. Selfsimilar processes with stationary increments in the second Wiener chaos;Maejima;Probab. Math. Statist.,2012

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