New Central Limit Theorems for Functionals of Gaussian Processes and their Applications

被引：0

作者：

José Manuel Corcuera

机构：

[1] Universitat de Barcelona,

来源：

Methodology and Computing in Applied Probability | 2012年 / 14卷

关键词：

Central limit theorem; Gaussian processes; Non-semimartingales; Power variations; Wiener chaos; Primary 60F05; 60G15; 62G15; 62M09; Secondary 60G22; 60H07;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

As a consequence of the seminal work of Nualart and Peccati in 2005 we have new central limit theorems for functional of Gaussian processes that have allowed us to elucidate the asymptotic behavior of the multipower variation of certain ambit processes, see Barndorff-Nielsen et al. (2009c). This survey intends to explain the role of the Malliavin calculus to reach these results.

引用

页码：477 / 500

页数：23

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