On the Gaussian approximation of vector-valued multiple integrals
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- Fox, Robert & Taqqu, Murad S., 1987. "Multiple stochastic integrals with dependent integrators," Journal of Multivariate Analysis, Elsevier, vol. 21(1), pages 105-127, February.
- Nualart, D. & Ortiz-Latorre, S., 2008. "Central limit theorems for multiple stochastic integrals and Malliavin calculus," Stochastic Processes and their Applications, Elsevier, vol. 118(4), pages 614-628, April.
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- Kim, Yoon Tae & Park, Hyun Suk, 2018. "An Edgeworth expansion for functionals of Gaussian fields and its applications," Stochastic Processes and their Applications, Elsevier, vol. 128(12), pages 3967-3999.
- Eden, Richard & Víquez, Juan, 2015. "Nourdin–Peccati analysis on Wiener and Wiener–Poisson space for general distributions," Stochastic Processes and their Applications, Elsevier, vol. 125(1), pages 182-216.
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Keywords
Central limit theorem Cumulants Malliavin calculus Multiple integrals Ornstein-Uhlenbeck semigroup;Statistics
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