Density convergence in the Breuer-Major theorem for Gaussian stationary sequences
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Publication:888483
DOI10.3150/14-BEJ646zbMath1344.60025arXiv1403.3413OpenAlexW2158044918MaRDI QIDQ888483
Fangjun Xu, Yaozhong Hu, David Nualart, Samy Tindel
Publication date: 30 October 2015
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.3413
Malliavin calculusHermite polynomialsmoving average representationdensity convergenceBreuer-Major theoremGaussian stationary sequences
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Stochastic calculus of variations and the Malliavin calculus (60H07)
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