Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos

DOI10.1016/j.spa.2018.09.018zbMath1429.60054arXiv1712.03123OpenAlexW2774513513WikidataQ129115071 ScholiaQ129115071MaRDI QIDQ2274309

Ciprian A. Tudor, Nakahiro Yoshida

Publication date: 19 September 2019

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.03123

zbMATH Keywords

asymptotic expansionfractional Brownian motioncentral limit theoremquadratic variationfourth moment theoremStein-Malliavin calculus

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (5)

High order asymptotic expansion for Wiener functionals ⋮ Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion ⋮ Asymptotic expansion and estimates of Wiener functionals ⋮ Asymptotic expansion of an estimator for the Hurst coefficient ⋮ Asymptotic expansion for the quadratic variations of the solution to the heat equation with additive white noise

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