Central limit theorems for double Poisson integrals

DOI10.3150/08-BEJ123zbMath1165.60014arXiv0810.4432OpenAlexW2063833057MaRDI QIDQ1002551

Giovanni Peccati, Murad S. Taqqu

Publication date: 2 March 2009

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0810.4432

zbMATH Keywords

weak convergencecentral limit theoremsmultiple stochastic integralsPoisson measuresdoubly stochastic integrals

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Asymptotics for posterior hazards, The fourth moment theorem on the Poisson space, A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process, A Berry-Esseén theorem for partial sums of functionals of heavy-tailed moving averages, The Malliavin–Stein Method on the Poisson Space, Universal Gaussian fluctuations on the discrete Poisson chaos, Quantile clocks, Estimating fast mean-reverting jumps in electricity market models, Distances between Poisson \(k\)-flats, Stable convergence of multiple Wiener--Itô integrals, Linear and quadratic functionals of random hazard rates: An asymptotic analysis, Stein's method and normal approximation of Poisson functionals

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