The total variation distance between two double Wiener-Itô integrals

DOI10.1016/j.spl.2013.05.030zbMath1308.60070arXiv1302.1171OpenAlexW2963911503MaRDI QIDQ2435728

Rola Zintout

Publication date: 19 February 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.1171

zbMATH Keywords

Malliavin calculusfractional Brownian motionsRosenblatt processisonormal Gaussian processconvergence in total variationdouble Wiener-Itō integrals

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (4)

Chebyshev--Hermite Polynomials and Distributions of Polynomials in Gaussian Random Variables ⋮ Non-central limit theorems for functionals of random fields on hypersurfaces ⋮ Optimal rates for parameter estimation of stationary Gaussian processes ⋮ Distributions of second order polynomials in Gaussian random variables

Cites Work

• Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
• Derivatives of Wiener functionals and absolute continuity of induced measures
• Convergence in total variation on Wiener chaos
• Normal Approximations with Malliavin Calculus
• The Malliavin Calculus and Related Topics
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Unnamed Item

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