Quantitative Breuer-Major Theorems
Year of publication: |
2010-05-12
|
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Authors: | Nourdin, Ivan ; Peccati, Giovanni ; Podolskij, Mark |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Berry-Esseen bounds | Breuer-Major central limit theorems | Gaussian processes | Interpolation | Malliavin calculus | Stein’s method |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 2 pages long |
Classification: | C60 - Mathematical Methods and Programming. General ; C10 - Econometric and Statistical Methods: General. General |
Source: |
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