New central limit theorems for functionals of Gaussian processes and their applications

DOI10.1007/s11009-011-9236-9zbMath1259.60028OpenAlexW2089886335MaRDI QIDQ1930612

José Manuel Corcuera

Publication date: 11 January 2013

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-011-9236-9

zbMATH Keywords

Gaussian processescentral limit theoremWiener chaosnon-semimartingalespower variations

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05)

Related Items (3)

A central limit theorem for the realised covariation of a bivariate Brownian semistationary process ⋮ A note on parameter estimation for discretely sampled SPDEs ⋮ Limit theorems for multivariate Brownian semistationary processes and feasible results

Cites Work

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• Central limit theorems for multiple stochastic integrals and Malliavin calculus
• Central limit theorems for sequences of multiple stochastic integrals
• The Malliavin Calculus and Related Topics
• Stein's method meets Malliavin calculus: a short survey with new estimates
• Bipower Variation for Gaussian Processes with Stationary Increments

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