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Fourth moment bound and stationary Gaussian processes with positive correlation - MaRDI portal

Fourth moment bound and stationary Gaussian processes with positive correlation (Q2126029)

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Fourth moment bound and stationary Gaussian processes with positive correlation
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    Fourth moment bound and stationary Gaussian processes with positive correlation (English)
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    14 April 2022
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    Malliavin calculus
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    fourth moment theorem
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    stationary Gaussian process
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    multiple Wiener integrals
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    fractional Brownian motion
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    normal approximation
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    fractional stationary Ornstein-Uhlenbeck process
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