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Total variation bounds for Gaussian functionals

  • Published:2019-07 Issue:7 Volume:129 Page:2231-2248
  • ISSN:0304-4149
  • Container-title:Stochastic Processes and their Applications
  • language:en
  • Short-container-title:Stochastic Processes and their Applications

Author:

Pratelli Luca,Rigo Pietro

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference7 articles.

1. Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter H∈(0,1∕2);Cheridito;Ann. Inst. H. Poincaré,2005

2. Quantitative stable limit theorems on the Wiener space;Nourdin;Ann. Probab.,2016

3. Central and non-central limit theorems for weighted power variations of fractional Brownian motion;Nourdin;Ann. Inst. H. Poincaré,2010

4. Weighted variations of iterated Brownian motion;Nourdin;Electron. J. Probab.,2008

5. Normal Approximations with Malliavin Calculus: From Stein’S Method to Universality;Nourdin,2012

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1. A central limit theorem for some generalized martingale arrays;Electronic Communications in Probability;2023-01-01

2. Limit theorems for singular Skorohod integrals;Theory of Probability and Mathematical Statistics;2021-03-29

3. Convergence in Total Variation of Random Sums;Mathematics;2021-01-19

4. The Limit Distribution of a Singular Sequence of Itô Integrals;A Lifetime of Excursions Through Random Walks and Lévy Processes;2021

5. Stable limit theorems on the Poisson space;Electronic Journal of Probability;2020-01-01
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