Fisher information and the fourth moment theorem

DOI10.1214/14-AIHP656zbMath1342.60083arXiv1312.5841OpenAlexW1498846593MaRDI QIDQ297460

David Nualart, Ivan Nourdin

Publication date: 27 June 2016

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.5841

zbMATH Keywords

relative entropyfractional Brownian motionMalliavin calculusFisher informationfourth moment theoremtotal variation distance

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) Measures of information, entropy (94A17)

Related Items (4)

Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency ⋮ Density convergence in the Breuer-Major theorem for Gaussian stationary sequences ⋮ Normal Approximation on a Finite Wiener Chaos ⋮ Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos

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