An Edgeworth expansion for functionals of Gaussian fields and its applications
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DOI: 10.1016/j.spa.2018.01.006
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References listed on IDEAS
- Noreddine, Salim & Nourdin, Ivan, 2011. "On the Gaussian approximation of vector-valued multiple integrals," Journal of Multivariate Analysis, Elsevier, vol. 102(6), pages 1008-1017, July.
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Cited by:
- Yoon-Tae Kim & Hyun-Suk Park, 2023. "Bound for an Approximation of Invariant Density of Diffusions via Density Formula in Malliavin Calculus," Mathematics, MDPI, vol. 11(10), pages 1-18, May.
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Keywords
Malliavin calculus; Fourth moment theorem; Kolmogorov distance; Multiple stochastic integral; Stein’s equation; Edgeworth expansion;All these keywords.
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