Maini, Leonardo; Nourdin, Ivan Spectral central limit theorem for additive functionals of isotropic and stationary Gaussian fields. (English) Zbl 07815245 Ann. Probab. 52, No. 2, 737-763 (2024). MSC: 60F05 60H07 60G15 PDFBibTeX XMLCite \textit{L. Maini} and \textit{I. Nourdin}, Ann. Probab. 52, No. 2, 737--763 (2024; Zbl 07815245) Full Text: DOI arXiv Link
Maini, Leonardo Asymptotic covariances for functionals of weakly stationary random fields. (English) Zbl 07812496 Stochastic Processes Appl. 170, Article ID 104297, 19 p. (2024). MSC: 60G60 60G10 60G12 60G15 60F05 PDFBibTeX XMLCite \textit{L. Maini}, Stochastic Processes Appl. 170, Article ID 104297, 19 p. (2024; Zbl 07812496) Full Text: DOI arXiv
Oesting, Marco; Rapp, Albert; Spodarev, Evgeny Detection of long range dependence in the time domain for (in)finite-variance time series. (English) Zbl 07803281 Statistics 57, No. 6, 1352-1379 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Oesting} et al., Statistics 57, No. 6, 1352--1379 (2023; Zbl 07803281) Full Text: DOI arXiv
Assaf, Eran; Buckley, Jeremiah; Feldheim, Naomi An asymptotic formula for the variance of the number of zeroes of a stationary Gaussian process. (English) Zbl 07768343 Probab. Theory Relat. Fields 187, No. 3-4, 999-1036 (2023). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G10 60G15 05A19 37A46 42A38 PDFBibTeX XMLCite \textit{E. Assaf} et al., Probab. Theory Relat. Fields 187, No. 3--4, 999--1036 (2023; Zbl 07768343) Full Text: DOI arXiv OA License
Major, Péter The theory of Wiener-Itô integrals in vector-valued Gaussian stationary random fields. II. (English) Zbl 07743691 Mosc. Math. J. 23, No. 3, 331-367 (2023). MSC: 60G10 60G15 60F99 PDFBibTeX XMLCite \textit{P. Major}, Mosc. Math. J. 23, No. 3, 331--367 (2023; Zbl 07743691) Full Text: Link
Bennedsen, Mikkel; Lunde, Asger; Shephard, Neil; Veraart, Almut E. D. Inference and forecasting for continuous-time integer-valued trawl processes. (English) Zbl 07743048 J. Econom. 236, No. 2, Article ID 105476, 21 p. (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{M. Bennedsen} et al., J. Econom. 236, No. 2, Article ID 105476, 21 p. (2023; Zbl 07743048) Full Text: DOI arXiv
Liu, Gi-Ren; Sheu, Yuan-Chung; Wu, Hau-Tieng Central and noncentral limit theorems arising from the scattering transform and its neural activation generalization. (English) Zbl 1516.60016 SIAM J. Math. Anal. 55, No. 2, 1170-1213 (2023). MSC: 60F05 42C40 60G60 42C15 62M15 PDFBibTeX XMLCite \textit{G.-R. Liu} et al., SIAM J. Math. Anal. 55, No. 2, 1170--1213 (2023; Zbl 1516.60016) Full Text: DOI arXiv
Shevchenko, Radomyra; Todino, Anna Paola Asymptotic behaviour of level sets of needlet random fields. (English) Zbl 1515.60159 Stochastic Processes Appl. 155, 268-318 (2023). MSC: 60G60 33C55 62M15 42C10 60F05 PDFBibTeX XMLCite \textit{R. Shevchenko} and \textit{A. P. Todino}, Stochastic Processes Appl. 155, 268--318 (2023; Zbl 1515.60159) Full Text: DOI arXiv
Voutilainen, Marko; Ilmonen, Pauliina; Viitasaari, Lauri; Lietzén, Niko Note on asymptotic behavior of spatial sign autocovariance matrices. (English) Zbl 1499.62181 Stat. Probab. Lett. 192, Article ID 109679, 8 p. (2023). MSC: 62H12 60F05 60G15 60G10 62H11 PDFBibTeX XMLCite \textit{M. Voutilainen} et al., Stat. Probab. Lett. 192, Article ID 109679, 8 p. (2023; Zbl 1499.62181) Full Text: DOI
Huang, Chuying Optimal convergence rate of modified Milstein scheme for SDEs with rough fractional diffusions. (English) Zbl 1510.60065 J. Differ. Equations 344, 325-351 (2023). MSC: 60H35 65C30 PDFBibTeX XMLCite \textit{C. Huang}, J. Differ. Equations 344, 325--351 (2023; Zbl 1510.60065) Full Text: DOI arXiv
Chen, Yong; Li, Ying; Tian, Li Moment estimator for an AR(1) model driven by a long memory Gaussian noise. (English) Zbl 1524.62419 J. Stat. Plann. Inference 222, 94-107 (2023). MSC: 62M10 60F15 62F12 PDFBibTeX XMLCite \textit{Y. Chen} et al., J. Stat. Plann. Inference 222, 94--107 (2023; Zbl 1524.62419) Full Text: DOI arXiv
Buckley, Jeremiah; Nishry, Alon Gaussian complex zeroes are not always normal: limit theorems on the disc. (English) Zbl 1515.30008 Probab. Math. Phys. 3, No. 3, 675-706 (2022). MSC: 30B20 60G15 60G55 PDFBibTeX XMLCite \textit{J. Buckley} and \textit{A. Nishry}, Probab. Math. Phys. 3, No. 3, 675--706 (2022; Zbl 1515.30008) Full Text: DOI arXiv
Balan, Raluca M.; Nualart, David; Quer-Sardanyons, Lluís; Zheng, Guangqu The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications. (English) Zbl 1501.60031 Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 3, 757-827 (2022). MSC: 60H15 60H07 60G15 60F05 PDFBibTeX XMLCite \textit{R. M. Balan} et al., Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 3, 757--827 (2022; Zbl 1501.60031) Full Text: DOI arXiv
Hairer, Martin; Li, Xue-Mei Generating diffusions with fractional Brownian motion. (English) Zbl 1510.60028 Commun. Math. Phys. 396, No. 1, 91-141 (2022). MSC: 60G22 60H10 60L20 PDFBibTeX XMLCite \textit{M. Hairer} and \textit{X.-M. Li}, Commun. Math. Phys. 396, No. 1, 91--141 (2022; Zbl 1510.60028) Full Text: DOI arXiv
Nourdin, Ivan; Peccati, Giovanni; Yang, Xiaochuan Multivariate normal approximation on the Wiener space: new bounds in the convex distance. (English) Zbl 1497.60027 J. Theor. Probab. 35, No. 3, 2020-2037 (2022). MSC: 60F05 60G15 60H07 PDFBibTeX XMLCite \textit{I. Nourdin} et al., J. Theor. Probab. 35, No. 3, 2020--2037 (2022; Zbl 1497.60027) Full Text: DOI arXiv
Kuang, Nenghui; Li, Ying Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-bifractional Brownian motion. (English) Zbl 07584552 Commun. Stat., Simulation Comput. 51, No. 8, 4257-4275 (2022). MSC: 60G15 60G18 60F25 PDFBibTeX XMLCite \textit{N. Kuang} and \textit{Y. Li}, Commun. Stat., Simulation Comput. 51, No. 8, 4257--4275 (2022; Zbl 07584552) Full Text: DOI
Kouritzin, Michael A.; Paul, Sounak On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes. (English) Zbl 07577022 Stochastic Processes Appl. 152, 208-232 (2022). MSC: 62G32 62M10 60F15 PDFBibTeX XMLCite \textit{M. A. Kouritzin} and \textit{S. Paul}, Stochastic Processes Appl. 152, 208--232 (2022; Zbl 07577022) Full Text: DOI arXiv
Wang, Wensheng Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation. (English) Zbl 1495.35221 Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 2, 582-613 (2022). MSC: 35R60 35R09 35R11 60H40 45K05 PDFBibTeX XMLCite \textit{W. Wang}, Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 2, 582--613 (2022; Zbl 1495.35221) Full Text: DOI
Lévy-Leduc, Céline; Bondon, Pascal; Reisen, Valdério A spectral approach to estimate the autocovariance function. (English) Zbl 07560401 J. Stat. Plann. Inference 221, 281-298 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{C. Lévy-Leduc} et al., J. Stat. Plann. Inference 221, 281--298 (2022; Zbl 07560401) Full Text: DOI
Pannier, Alexandre Pathwise large deviations for white noise chaos expansions. (English) Zbl 1494.60060 Bernoulli 28, No. 3, 1961-1985 (2022). Reviewer: Denis R. Bell (Jacksonville) MSC: 60H07 60F10 60H40 PDFBibTeX XMLCite \textit{A. Pannier}, Bernoulli 28, No. 3, 1961--1985 (2022; Zbl 1494.60060) Full Text: DOI arXiv Link
Azmoodeh, Ehsan; Mishura, Yuliya; Sabzikar, Farzad How does tempering affect the local and global properties of fractional Brownian motion? (English) Zbl 1484.60046 J. Theor. Probab. 35, No. 1, 484-527 (2022). MSC: 60G22 60G15 60F17 60H07 PDFBibTeX XMLCite \textit{E. Azmoodeh} et al., J. Theor. Probab. 35, No. 1, 484--527 (2022; Zbl 1484.60046) Full Text: DOI arXiv
Gehringer, Johann; Li, Xue-Mei Functional limit theorems for the fractional Ornstein-Uhlenbeck process. (English) Zbl 1486.60062 J. Theor. Probab. 35, No. 1, 426-456 (2022). MSC: 60F17 60G18 60G22 60H05 60H07 60H10 PDFBibTeX XMLCite \textit{J. Gehringer} and \textit{X.-M. Li}, J. Theor. Probab. 35, No. 1, 426--456 (2022; Zbl 1486.60062) Full Text: DOI arXiv
Bogachev, V. I. Chebyshev-Hermite polynomials and distributions of polynomials in Gaussian random variables. (English. Russian original) Zbl 1492.60033 Theory Probab. Appl. 66, No. 4, 550-569 (2022); translation from Teor. Veroyatn. Primen. 66, No. 4, 693-717 (2021). MSC: 60E05 60F05 60H05 60B11 PDFBibTeX XMLCite \textit{V. I. Bogachev}, Theory Probab. Appl. 66, No. 4, 550--569 (2022; Zbl 1492.60033); translation from Teor. Veroyatn. Primen. 66, No. 4, 693--717 (2021) Full Text: DOI
Lietzén, Niko; Viitasaari, Lauri; Ilmonen, Pauliina Modeling temporally uncorrelated components of complex-valued stationary processes. (English) Zbl 1478.62121 Mod. Stoch., Theory Appl. 8, No. 4, 475-508 (2021). MSC: 62H12 60F05 60G15 62M10 62F12 62E20 94A12 PDFBibTeX XMLCite \textit{N. Lietzén} et al., Mod. Stoch., Theory Appl. 8, No. 4, 475--508 (2021; Zbl 1478.62121) Full Text: DOI arXiv
Wang, Wensheng; Chang, Xiaoying; Liao, Wang Asymptotic distributions for power variations of the solution to the spatially colored stochastic heat equation. (English) Zbl 1486.60084 Discrete Dyn. Nat. Soc. 2021, Article ID 8208934, 17 p. (2021). MSC: 60H15 35R60 PDFBibTeX XMLCite \textit{W. Wang} et al., Discrete Dyn. Nat. Soc. 2021, Article ID 8208934, 17 p. (2021; Zbl 1486.60084) Full Text: DOI
Bolaños Guerrero, Raul; Nualart, David; Zheng, Guangqu Averaging 2D stochastic wave equation. (English) Zbl 1477.60095 Electron. J. Probab. 26, Paper No. 102, 32 p. (2021). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60H15 60F05 60G15 60H07 PDFBibTeX XMLCite \textit{R. Bolaños Guerrero} et al., Electron. J. Probab. 26, Paper No. 102, 32 p. (2021; Zbl 1477.60095) Full Text: DOI arXiv
Marinucci, Domenico; Rossi, Maurizia; Vidotto, Anna Non-universal fluctuations of the empirical measure for isotropic stationary fields on \(\mathbb{S}^2\times \mathbb{R} \). (English) Zbl 1479.60103 Ann. Appl. Probab. 31, No. 5, 2311-2349 (2021). MSC: 60G60 60F05 33C55 60D05 PDFBibTeX XMLCite \textit{D. Marinucci} et al., Ann. Appl. Probab. 31, No. 5, 2311--2349 (2021; Zbl 1479.60103) Full Text: DOI arXiv Link
Avetisian, D. A.; Ralchenko, K. V. Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation. (English) Zbl 1470.60175 Theory Probab. Math. Stat. 104, 61-76 (2021). MSC: 60H15 60F05 35R60 60G22 PDFBibTeX XMLCite \textit{D. A. Avetisian} and \textit{K. V. Ralchenko}, Theory Probab. Math. Stat. 104, 61--76 (2021; Zbl 1470.60175) Full Text: DOI
Wang, Wen Sheng Asymptotic distributions for power variation of the solution to a stochastic heat equation. (English) Zbl 1486.60083 Acta Math. Sin., Engl. Ser. 37, No. 9, 1367-1383 (2021). Reviewer: Anhui Gu (Chongqing) MSC: 60H15 60F17 60H40 60J65 60G17 60E07 35K05 35R60 PDFBibTeX XMLCite \textit{W. S. Wang}, Acta Math. Sin., Engl. Ser. 37, No. 9, 1367--1383 (2021; Zbl 1486.60083) Full Text: DOI
Nualart, David; Zhou, Hongjuan Total variation estimates in the Breuer-Major theorem. (English. French summary) Zbl 1472.60049 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 2, 740-777 (2021). MSC: 60F05 60G10 60G22 60H07 PDFBibTeX XMLCite \textit{D. Nualart} and \textit{H. Zhou}, Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 2, 740--777 (2021; Zbl 1472.60049) Full Text: DOI arXiv
Garino, Valentin; Nourdin, Ivan; Nualart, David; Salamat, Majid Limit theorems for integral functionals of Hermite-driven processes. (English) Zbl 1491.60048 Bernoulli 27, No. 3, 1764-1788 (2021). Reviewer: Julien Poisat (Paris) MSC: 60F17 60G18 60G22 60H07 PDFBibTeX XMLCite \textit{V. Garino} et al., Bernoulli 27, No. 3, 1764--1788 (2021; Zbl 1491.60048) Full Text: DOI arXiv
Mattuvarkuzhali, C.; Balasubramaniam, P. \(p\)th moment stability of fractional stochastic differential inclusions via resolvent operators driven by the Rosenblatt process and Poisson jumps with impulses. (English) Zbl 1492.34079 Stochastics 92, No. 8, 1157-1174 (2020). MSC: 34K30 34K09 34K20 34K45 47H10 60G18 60H15 PDFBibTeX XMLCite \textit{C. Mattuvarkuzhali} and \textit{P. Balasubramaniam}, Stochastics 92, No. 8, 1157--1174 (2020; Zbl 1492.34079) Full Text: DOI
Douissi, Soukaina; Es-Sebaiy, Khalifa; Moussaten, Soufiane Asymptotics of the cross-variation of Young integrals with respect to a general self-similar Gaussian process. (English) Zbl 1499.60120 Acta Math. Sci., Ser. B, Engl. Ed. 40, No. 6, 1941-1960 (2020). MSC: 60G18 60H07 60G15 60G22 PDFBibTeX XMLCite \textit{S. Douissi} et al., Acta Math. Sci., Ser. B, Engl. Ed. 40, No. 6, 1941--1960 (2020; Zbl 1499.60120) Full Text: DOI
Ghosh, Sucharita A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates. (English) Zbl 07552797 Commun. Stat., Simulation Comput. 49, No. 9, 2287-2301 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Ghosh}, Commun. Stat., Simulation Comput. 49, No. 9, 2287--2301 (2020; Zbl 07552797) Full Text: DOI
Bennedsen, Mikkel Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data. (English) Zbl 1490.62229 Econom. Rev. 39, No. 9, 875-903 (2020). MSC: 62M10 60G22 62P20 62P05 91B84 91G20 PDFBibTeX XMLCite \textit{M. Bennedsen}, Econom. Rev. 39, No. 9, 875--903 (2020; Zbl 1490.62229) Full Text: DOI arXiv
Major, Péter The theory of Wiener-Itô integrals in vector valued Gaussian stationary random fields. I. (English) Zbl 1471.60046 Mosc. Math. J. 20, No. 4, 749-812 (2020). MSC: 60G10 60G15 60G60 60H05 PDFBibTeX XMLCite \textit{P. Major}, Mosc. Math. J. 20, No. 4, 749--812 (2020; Zbl 1471.60046) Full Text: Link
Bourguin, Solesne; Campese, Simon Approximation of Hilbert-valued gaussians on Dirichlet structures. (English) Zbl 1480.46057 Electron. J. Probab. 25, Paper No. 150, 30 p. (2020). MSC: 46G12 46N30 60B12 60F17 PDFBibTeX XMLCite \textit{S. Bourguin} and \textit{S. Campese}, Electron. J. Probab. 25, Paper No. 150, 30 p. (2020; Zbl 1480.46057) Full Text: DOI arXiv
Olenko, Andriy; Omari, Dareen Reduction principle for functionals of strong-weak dependent vector random fields. (English) Zbl 1484.60058 Braz. J. Probab. Stat. 34, No. 4, 885-908 (2020). Reviewer: Utkir A. Rozikov (Tashkent) MSC: 60G60 60F05 60F17 60G10 PDFBibTeX XMLCite \textit{A. Olenko} and \textit{D. Omari}, Braz. J. Probab. Stat. 34, No. 4, 885--908 (2020; Zbl 1484.60058) Full Text: DOI arXiv Euclid
Ilmonen, Pauliina; Torres, Soledad; Viitasaari, Lauri Oscillating Gaussian processes. (English) Zbl 1459.60082 Stat. Inference Stoch. Process. 23, No. 3, 571-593 (2020). MSC: 60G15 60F05 60F25 62F10 62F12 PDFBibTeX XMLCite \textit{P. Ilmonen} et al., Stat. Inference Stoch. Process. 23, No. 3, 571--593 (2020; Zbl 1459.60082) Full Text: DOI arXiv
Liu, Yanghui; Tindel, Samy Discrete rough paths and limit theorems. (English. French summary) Zbl 1466.60049 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1730-1774 (2020). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60G15 60G22 60H07 PDFBibTeX XMLCite \textit{Y. Liu} and \textit{S. Tindel}, Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1730--1774 (2020; Zbl 1466.60049) Full Text: DOI arXiv Euclid
Hązła, Jan; Mossel, Elchanan; Ross, Nathan; Zheng, Guangqu The probability of intransitivity in dice and close elections. (English) Zbl 1468.60014 Probab. Theory Relat. Fields 178, No. 3-4, 951-1009 (2020). Reviewer: Yilun Shang (Newcastle) MSC: 60C05 PDFBibTeX XMLCite \textit{J. Hązła} et al., Probab. Theory Relat. Fields 178, No. 3--4, 951--1009 (2020; Zbl 1468.60014) Full Text: DOI arXiv
Ma, Nicholas; Nualart, David Rate of convergence for the weighted Hermite variations of the fractional Brownian motion. (English) Zbl 1487.60086 J. Theor. Probab. 33, No. 4, 1919-1947 (2020). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60G22 60F05 60H07 PDFBibTeX XMLCite \textit{N. Ma} and \textit{D. Nualart}, J. Theor. Probab. 33, No. 4, 1919--1947 (2020; Zbl 1487.60086) Full Text: DOI arXiv
Shen, Jinqi; Hsing, Tailen Hurst function estimation. (English) Zbl 1453.62433 Ann. Stat. 48, No. 2, 838-862 (2020). Reviewer: Frank Werner (Würzburg) MSC: 62G05 62G07 62G20 62M30 60G22 62-08 PDFBibTeX XMLCite \textit{J. Shen} and \textit{T. Hsing}, Ann. Stat. 48, No. 2, 838--862 (2020; Zbl 1453.62433) Full Text: DOI Euclid
Olenko, Andriy; Omari, Dareen Reduction principle for functionals of vector random fields. (English) Zbl 1460.60046 Methodol. Comput. Appl. Probab. 22, No. 2, 573-598 (2020). MSC: 60G60 60F99 60B99 PDFBibTeX XMLCite \textit{A. Olenko} and \textit{D. Omari}, Methodol. Comput. Appl. Probab. 22, No. 2, 573--598 (2020; Zbl 1460.60046) Full Text: DOI arXiv
Tudor, Ciprian A.; Yoshida, Nakahiro Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion. (English) Zbl 1450.62042 Stat. Inference Stoch. Process. 23, No. 2, 435-463 (2020). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62G20 62M10 60G22 PDFBibTeX XMLCite \textit{C. A. Tudor} and \textit{N. Yoshida}, Stat. Inference Stoch. Process. 23, No. 2, 435--463 (2020; Zbl 1450.62042) Full Text: DOI
Assaad, Obayda; Tudor, Ciprian A. Parameter identification for the Hermite Ornstein-Uhlenbeck process. (English) Zbl 1448.60118 Stat. Inference Stoch. Process. 23, No. 2, 251-270 (2020). Reviewer: Mátyás Barczy (Debrecen) MSC: 60H07 62F12 60G22 PDFBibTeX XMLCite \textit{O. Assaad} and \textit{C. A. Tudor}, Stat. Inference Stoch. Process. 23, No. 2, 251--270 (2020; Zbl 1448.60118) Full Text: DOI
Gairing, Jan; Imkeller, Peter; Shevchenko, Radomyra; Tudor, Ciprian Hurst index estimation in stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1464.60032 J. Theor. Probab. 33, No. 3, 1691-1714 (2020). MSC: 60G15 60H05 60G18 PDFBibTeX XMLCite \textit{J. Gairing} et al., J. Theor. Probab. 33, No. 3, 1691--1714 (2020; Zbl 1464.60032) Full Text: DOI arXiv
Wendler, Martin; Wu, Wei Biao Central limit theorems for nearly long range dependent subordinated linear processes. (English) Zbl 1446.60023 J. Appl. Probab. 57, No. 2, 637-656 (2020). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60G10 62E20 62M10 PDFBibTeX XMLCite \textit{M. Wendler} and \textit{W. B. Wu}, J. Appl. Probab. 57, No. 2, 637--656 (2020; Zbl 1446.60023) Full Text: DOI
Nualart, David; Tilva, Abhishek Continuous Breuer-Major theorem for vector valued fields. (English) Zbl 1447.60054 Stochastic Anal. Appl. 38, No. 4, 668-685 (2020). MSC: 60F05 60F17 60G15 60G60 60H07 PDFBibTeX XMLCite \textit{D. Nualart} and \textit{A. Tilva}, Stochastic Anal. Appl. 38, No. 4, 668--685 (2020; Zbl 1447.60054) Full Text: DOI arXiv
Cialenco, Igor; Huang, Yicong A note on parameter estimation for discretely sampled SPDEs. (English) Zbl 1451.60063 Stoch. Dyn. 20, No. 3, Article ID 2050016, 28 p. (2020). MSC: 60H15 35Q30 65L09 PDFBibTeX XMLCite \textit{I. Cialenco} and \textit{Y. Huang}, Stoch. Dyn. 20, No. 3, Article ID 2050016, 28 p. (2020; Zbl 1451.60063) Full Text: DOI arXiv
Campese, Simon; Nourdin, Ivan; Nualart, David Continuous Breuer-Major theorem: tightness and nonstationarity. (English) Zbl 1468.60043 Ann. Probab. 48, No. 1, 147-177 (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G15 60F17 60H07 60G05 PDFBibTeX XMLCite \textit{S. Campese} et al., Ann. Probab. 48, No. 1, 147--177 (2020; Zbl 1468.60043) Full Text: DOI arXiv Euclid
Nualart, David; Zheng, Guangqu Averaging Gaussian functionals. (English) Zbl 1441.60049 Electron. J. Probab. 25, Paper No. 48, 54 p. (2020). MSC: 60H15 60H07 60G15 60F05 PDFBibTeX XMLCite \textit{D. Nualart} and \textit{G. Zheng}, Electron. J. Probab. 25, Paper No. 48, 54 p. (2020; Zbl 1441.60049) Full Text: DOI arXiv Euclid
Bibinger, Markus Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion. (English) Zbl 1440.60027 Stat. Probab. Lett. 161, Article ID 108725, 9 p. (2020). MSC: 60G22 62M10 PDFBibTeX XMLCite \textit{M. Bibinger}, Stat. Probab. Lett. 161, Article ID 108725, 9 p. (2020; Zbl 1440.60027) Full Text: DOI arXiv
Shevchenko, Radomyra; Slaoui, Meryem; Tudor, C. A. Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus. (English) Zbl 1456.60089 J. Stat. Plann. Inference 207, 155-180 (2020). MSC: 60G15 60H05 60G18 60H07 62F10 PDFBibTeX XMLCite \textit{R. Shevchenko} et al., J. Stat. Plann. Inference 207, 155--180 (2020; Zbl 1456.60089) Full Text: DOI arXiv
Vidotto, Anna An improved second-order Poincaré inequality for functionals of Gaussian fields. (English) Zbl 1430.60031 J. Theor. Probab. 33, No. 1, 396-427 (2020). MSC: 60F05 60G15 60H07 60B20 PDFBibTeX XMLCite \textit{A. Vidotto}, J. Theor. Probab. 33, No. 1, 396--427 (2020; Zbl 1430.60031) Full Text: DOI arXiv
Nourdin, Ivan; Nualart, David The functional Breuer-Major theorem. (English) Zbl 1434.60108 Probab. Theory Relat. Fields 176, No. 1-2, 203-218 (2020). MSC: 60F17 60H07 PDFBibTeX XMLCite \textit{I. Nourdin} and \textit{D. Nualart}, Probab. Theory Relat. Fields 176, No. 1--2, 203--218 (2020; Zbl 1434.60108) Full Text: DOI arXiv
Tran, T. T. Diu Asymptotic behaviour for quadratic variations of non-Gaussian multiparameter Hermite random fields. (English) Zbl 1434.60080 Probab. Math. Stat. 39, No. 2, 385-401 (2019). MSC: 60F05 60H07 60G18 60H05 PDFBibTeX XMLCite \textit{T. T. D. Tran}, Probab. Math. Stat. 39, No. 2, 385--401 (2019; Zbl 1434.60080) Full Text: DOI arXiv
Khalil, Z. Mahdi; Tudor, C. A. On the distribution and \(q\)-variation of the solution to the heat equation with fractional Laplacian. (English) Zbl 1447.60065 Probab. Math. Stat. 39, No. 2, 315-335 (2019). MSC: 60G15 60H05 60G18 PDFBibTeX XMLCite \textit{Z. M. Khalil} and \textit{C. A. Tudor}, Probab. Math. Stat. 39, No. 2, 315--335 (2019; Zbl 1447.60065) Full Text: DOI
Surgailis, Donatas Anisotropic scaling limits of long-range dependent random fields. (English) Zbl 1456.60123 Lith. Math. J. 59, No. 4, 595-615 (2019). MSC: 60G60 60G15 60G18 60G22 PDFBibTeX XMLCite \textit{D. Surgailis}, Lith. Math. J. 59, No. 4, 595--615 (2019; Zbl 1456.60123) Full Text: DOI
Kuzgun, Sefika; Nualart, David Rate of convergence in the Breuer-Major theorem via chaos expansions. (English) Zbl 1423.60103 Stochastic Anal. Appl. 37, No. 6, 1057-1091 (2019). MSC: 60H15 60H07 60G15 60F05 PDFBibTeX XMLCite \textit{S. Kuzgun} and \textit{D. Nualart}, Stochastic Anal. Appl. 37, No. 6, 1057--1091 (2019; Zbl 1423.60103) Full Text: DOI arXiv
Tudor, Ciprian A.; Yoshida, Nakahiro Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos. (English) Zbl 1429.60054 Stochastic Processes Appl. 129, No. 9, 3499-3526 (2019). MSC: 60H07 60F05 60G22 PDFBibTeX XMLCite \textit{C. A. Tudor} and \textit{N. Yoshida}, Stochastic Processes Appl. 129, No. 9, 3499--3526 (2019; Zbl 1429.60054) Full Text: DOI arXiv
Nourdin, Ivan; Peccati, Giovanni; Yang, Xiaochuan Berry-Esseen bounds in the Breuer-major CLT and Gebelein’s inequality. (English) Zbl 1519.60037 Electron. Commun. Probab. 24, Paper No. 34, 12 p. (2019). MSC: 60F05 60G15 60H07 PDFBibTeX XMLCite \textit{I. Nourdin} et al., Electron. Commun. Probab. 24, Paper No. 34, 12 p. (2019; Zbl 1519.60037) Full Text: DOI arXiv Euclid
Abry, Patrice; Didier, Gustavo; Li, Hui Two-step wavelet-based estimation for Gaussian mixed fractional processes. (English) Zbl 1420.62366 Stat. Inference Stoch. Process. 22, No. 2, 157-185 (2019). MSC: 62M10 60G18 42C40 60G22 62H12 62P10 PDFBibTeX XMLCite \textit{P. Abry} et al., Stat. Inference Stoch. Process. 22, No. 2, 157--185 (2019; Zbl 1420.62366) Full Text: DOI arXiv
Araya, Héctor; Tudor, Ciprian A. Behavior of the Hermite sheet with respect to the Hurst index. (English) Zbl 1451.60052 Stochastic Processes Appl. 129, No. 7, 2582-2605 (2019). Reviewer: Nicolas Privault (Singapore) MSC: 60H07 60G22 PDFBibTeX XMLCite \textit{H. Araya} and \textit{C. A. Tudor}, Stochastic Processes Appl. 129, No. 7, 2582--2605 (2019; Zbl 1451.60052) Full Text: DOI
Viitasaari, Lauri Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences. (English) Zbl 1451.60039 Probab. Surv. 16, 62-98 (2019). Reviewer: David Nualart (Lawrence) MSC: 60G15 60F05 60F25 60H30 PDFBibTeX XMLCite \textit{L. Viitasaari}, Probab. Surv. 16, 62--98 (2019; Zbl 1451.60039) Full Text: DOI Euclid
Azmoodeh, Ehsan; Nourdin, Ivan Almost sure limit theorems on Wiener chaos: the non-central case. (English) Zbl 1412.60041 Electron. Commun. Probab. 24, Paper No. 9, 12 p. (2019). MSC: 60F05 60G22 60G15 60H05 60H07 PDFBibTeX XMLCite \textit{E. Azmoodeh} and \textit{I. Nourdin}, Electron. Commun. Probab. 24, Paper No. 9, 12 p. (2019; Zbl 1412.60041) Full Text: DOI arXiv Euclid
Liu, Yanghui; Tindel, Samy First-order Euler scheme for SDEs driven by fractional Brownian motions: the rough case. (English) Zbl 1467.60042 Ann. Appl. Probab. 29, No. 2, 758-826 (2019). MSC: 60H10 60L20 60F17 60H35 65C30 PDFBibTeX XMLCite \textit{Y. Liu} and \textit{S. Tindel}, Ann. Appl. Probab. 29, No. 2, 758--826 (2019; Zbl 1467.60042) Full Text: DOI arXiv Euclid
Bennedsen, Mikkel; Hounyo, Ulrich; Lunde, Asger; Pakkanen, Mikko S. The local fractional bootstrap. (English) Zbl 1415.62061 Scand. J. Stat. 46, No. 1, 329-359 (2019). MSC: 62M02 60G22 60G15 60F05 62G09 62M10 62P12 PDFBibTeX XMLCite \textit{M. Bennedsen} et al., Scand. J. Stat. 46, No. 1, 329--359 (2019; Zbl 1415.62061) Full Text: DOI arXiv Link
Bai, Shuyang; Taqqu, Murad S. Sensitivity of the Hermite rank. (English) Zbl 1412.62114 Stochastic Processes Appl. 129, No. 3, 822-840 (2019). MSC: 62M10 60F05 PDFBibTeX XMLCite \textit{S. Bai} and \textit{M. S. Taqqu}, Stochastic Processes Appl. 129, No. 3, 822--840 (2019; Zbl 1412.62114) Full Text: DOI arXiv
Abdesselam, Abdelmalek Towards three-dimensional conformal probability. (English) Zbl 1420.81023 \(p\)-Adic Numbers Ultrametric Anal. Appl. 10, No. 4, 233-252 (2018). MSC: 81T40 81T17 81T10 81T70 11K41 PDFBibTeX XMLCite \textit{A. Abdesselam}, \(p\)-Adic Numbers Ultrametric Anal. Appl. 10, No. 4, 233--252 (2018; Zbl 1420.81023) Full Text: DOI arXiv
Bai, Shuyang; Taqqu, Murad S. How the instability of ranks under long memory affects large-sample inference. (English) Zbl 1407.62274 Stat. Sci. 33, No. 1, 96-116 (2018). MSC: 62J10 60F05 PDFBibTeX XMLCite \textit{S. Bai} and \textit{M. S. Taqqu}, Stat. Sci. 33, No. 1, 96--116 (2018; Zbl 1407.62274) Full Text: DOI arXiv Euclid
Khalil, Marwa; Tudor, Ciprian A. Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise. (English) Zbl 1402.60043 Electron. J. Stat. 12, No. 2, 3639-3672 (2018). MSC: 60G15 60H05 60G18 PDFBibTeX XMLCite \textit{M. Khalil} and \textit{C. A. Tudor}, Electron. J. Stat. 12, No. 2, 3639--3672 (2018; Zbl 1402.60043) Full Text: DOI Euclid
Abry, Patrice; Didier, Gustavo Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion. (English) Zbl 1397.62291 J. Multivariate Anal. 168, 75-104 (2018). MSC: 62M10 60G18 60G22 62M15 PDFBibTeX XMLCite \textit{P. Abry} and \textit{G. Didier}, J. Multivariate Anal. 168, 75--104 (2018; Zbl 1397.62291) Full Text: DOI arXiv
De, Anindya; Servedio, Rocco A. A new central limit theorem and decomposition for Gaussian polynomials, with an application to deterministic approximate counting. (English) Zbl 1398.60040 Probab. Theory Relat. Fields 171, No. 3-4, 981-1044 (2018). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 68Q87 PDFBibTeX XMLCite \textit{A. De} and \textit{R. A. Servedio}, Probab. Theory Relat. Fields 171, No. 3--4, 981--1044 (2018; Zbl 1398.60040) Full Text: DOI
Harnett, Daniel; Nualart, David Central limit theorem for functionals of a generalized self-similar Gaussian process. (English) Zbl 1380.60034 Stochastic Processes Appl. 128, No. 2, 404-425 (2018). MSC: 60F05 60G18 60H07 PDFBibTeX XMLCite \textit{D. Harnett} and \textit{D. Nualart}, Stochastic Processes Appl. 128, No. 2, 404--425 (2018; Zbl 1380.60034) Full Text: DOI arXiv
Sun, Xichao; Yan, Litan Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion. (English) Zbl 1374.60066 J. Stat. Plann. Inference 192, 45-64 (2018). MSC: 60G15 60J55 60H05 PDFBibTeX XMLCite \textit{X. Sun} and \textit{L. Yan}, J. Stat. Plann. Inference 192, 45--64 (2018; Zbl 1374.60066) Full Text: DOI
Harnett, Daniel; Nualart, David Decomposition and limit theorems for a class of self-similar Gaussian processes. (English) Zbl 1409.60039 Baudoin, Fabrice (ed.) et al., Stochastic analysis and related topics. A festschrift in honor of Rodrigo Bañuelos, Purdue University, West Lafayette, IN, USA, May 20–22, 2015. Cham: Birkhäuser. Prog. Probab. 72, 99-116 (2017). MSC: 60F05 60G18 60H07 PDFBibTeX XMLCite \textit{D. Harnett} and \textit{D. Nualart}, Prog. Probab. 72, 99--116 (2017; Zbl 1409.60039) Full Text: DOI arXiv
Liu, G.-R.; Shieh, N.-R. Multi-scaling limits for time-fractional relativistic diffusion equations with random initial data. (English) Zbl 1382.60076 Theory Probab. Math. Stat. 95, 109-130 (2017) and Teor. Jmovirn. Mat. Stat. 95, 101-118 (2016). MSC: 60G60 60H05 62M15 35K15 PDFBibTeX XMLCite \textit{G. R. Liu} and \textit{N. R. Shieh}, Theory Probab. Math. Stat. 95, 109--130 (2017; Zbl 1382.60076) Full Text: DOI
Ghosh, Sucharita On estimating the marginal distribution of a detrended series with long memory. (English) Zbl 1384.62288 Commun. Stat., Theory Methods 46, No. 23, 11539-11557 (2017). MSC: 62M10 62G07 PDFBibTeX XMLCite \textit{S. Ghosh}, Commun. Stat., Theory Methods 46, No. 23, 11539--11557 (2017; Zbl 1384.62288) Full Text: DOI
Pham Viet Hung Quantitative central limit theorems of spherical sojourn times of isotropic Gaussian fields. (English) Zbl 1386.60194 Acta Math. Vietnam. 42, No. 4, 637-651 (2017). MSC: 60H07 60F05 60D05 PDFBibTeX XMLCite \textit{Pham Viet Hung}, Acta Math. Vietnam. 42, No. 4, 637--651 (2017; Zbl 1386.60194) Full Text: DOI
Buckley, Jeremiah; Sodin, Mikhail Fluctuations of the increment of the argument for the Gaussian entire function. (English) Zbl 1373.60068 J. Stat. Phys. 168, No. 2, 300-330 (2017). MSC: 60G15 60G55 PDFBibTeX XMLCite \textit{J. Buckley} and \textit{M. Sodin}, J. Stat. Phys. 168, No. 2, 300--330 (2017; Zbl 1373.60068) Full Text: DOI arXiv
Coeurjolly, Jean-François; Porcu, Emilio Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion. (English) Zbl 1379.60044 Stat. Probab. Lett. 128, 21-27 (2017). MSC: 60G22 60G18 62F12 PDFBibTeX XMLCite \textit{J.-F. Coeurjolly} and \textit{E. Porcu}, Stat. Probab. Lett. 128, 21--27 (2017; Zbl 1379.60044) Full Text: DOI
Nicolaescu, Liviu I. A CLT concerning critical points of random functions on a Euclidean space. (English) Zbl 1381.60070 Stochastic Processes Appl. 127, No. 10, 3412-3446 (2017). MSC: 60F05 60B20 60D05 60G15 PDFBibTeX XMLCite \textit{L. I. Nicolaescu}, Stochastic Processes Appl. 127, No. 10, 3412--3446 (2017; Zbl 1381.60070) Full Text: DOI arXiv
Pilipauskaitė, Vytautė; Surgailis, Donatas Scaling transition for nonlinear random fields with long-range dependence. (English) Zbl 1373.60089 Stochastic Processes Appl. 127, No. 8, 2751-2779 (2017). MSC: 60G60 60F05 60G18 60G22 PDFBibTeX XMLCite \textit{V. Pilipauskaitė} and \textit{D. Surgailis}, Stochastic Processes Appl. 127, No. 8, 2751--2779 (2017; Zbl 1373.60089) Full Text: DOI arXiv
Jaramillo, Arturo; Nualart, David Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion. (English) Zbl 1354.60042 Stochastic Processes Appl. 127, No. 2, 669-700 (2017). MSC: 60G22 60F05 PDFBibTeX XMLCite \textit{A. Jaramillo} and \textit{D. Nualart}, Stochastic Processes Appl. 127, No. 2, 669--700 (2017; Zbl 1354.60042) Full Text: DOI arXiv
Bai, Shuyang; Taqqu, Murad S. The universality of homogeneous polynomial forms and critical limits. (English) Zbl 1357.60021 J. Theor. Probab. 29, No. 4, 1710-1727 (2016). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 62E20 PDFBibTeX XMLCite \textit{S. Bai} and \textit{M. S. Taqqu}, J. Theor. Probab. 29, No. 4, 1710--1727 (2016; Zbl 1357.60021) Full Text: DOI arXiv
Nourdin, Ivan; Nualart, David; Zintout, Rola Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation. (English) Zbl 1356.60036 Stat. Inference Stoch. Process. 19, No. 2, 219-234 (2016). MSC: 60F05 60G22 62M05 62F12 PDFBibTeX XMLCite \textit{I. Nourdin} et al., Stat. Inference Stoch. Process. 19, No. 2, 219--234 (2016; Zbl 1356.60036) Full Text: DOI arXiv
Nourdin, Ivan; Nualart, David Fisher information and the fourth moment theorem. (English. French summary) Zbl 1342.60083 Ann. Inst. Henri Poincaré, Probab. Stat. 52, No. 2, 849-867 (2016). MSC: 60H07 60G22 94A17 60F05 PDFBibTeX XMLCite \textit{I. Nourdin} and \textit{D. Nualart}, Ann. Inst. Henri Poincaré, Probab. Stat. 52, No. 2, 849--867 (2016; Zbl 1342.60083) Full Text: DOI arXiv Euclid
Bai, Shuyang; Taqqu, Murad S.; Zhang, Ting A unified approach to self-normalized block sampling. (English) Zbl 1338.62123 Stochastic Processes Appl. 126, No. 8, 2465-2493 (2016). MSC: 62G09 60G18 PDFBibTeX XMLCite \textit{S. Bai} et al., Stochastic Processes Appl. 126, No. 8, 2465--2493 (2016; Zbl 1338.62123) Full Text: DOI arXiv
Pakkanen, Mikko S.; Réveillac, Anthony Functional limit theorems for generalized variations of the fractional Brownian sheet. (English) Zbl 1338.60099 Bernoulli 22, No. 3, 1671-1708 (2016). MSC: 60F17 60F05 60G22 60H07 PDFBibTeX XMLCite \textit{M. S. Pakkanen} and \textit{A. Réveillac}, Bernoulli 22, No. 3, 1671--1708 (2016; Zbl 1338.60099) Full Text: DOI arXiv Euclid
Azmoodeh, Ehsan; Malicet, Dominique; Mijoule, Guillaume; Poly, Guillaume Generalization of the Nualart-Peccati criterion. (English) Zbl 1342.60026 Ann. Probab. 44, No. 2, 924-954 (2016). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60H05 60H07 47D07 33C45 34L05 PDFBibTeX XMLCite \textit{E. Azmoodeh} et al., Ann. Probab. 44, No. 2, 924--954 (2016; Zbl 1342.60026) Full Text: DOI arXiv Euclid
Bai, Shuyang; Taqqu, Murad S. Short-range dependent processes subordinated to the Gaussian may not be strong mixing. (English) Zbl 1345.60034 Stat. Probab. Lett. 110, 198-200 (2016). MSC: 60G15 60G18 PDFBibTeX XMLCite \textit{S. Bai} and \textit{M. S. Taqqu}, Stat. Probab. Lett. 110, 198--200 (2016; Zbl 1345.60034) Full Text: DOI arXiv
Aazizi, Soufiane; Es-Sebaiy, Khalifa Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion. (English) Zbl 1335.60017 Random Oper. Stoch. Equ. 24, No. 1, 1-13 (2016). MSC: 60F05 60F15 60G22 60G15 60H05 60H07 PDFBibTeX XMLCite \textit{S. Aazizi} and \textit{K. Es-Sebaiy}, Random Oper. Stoch. Equ. 24, No. 1, 1--13 (2016; Zbl 1335.60017) Full Text: DOI arXiv
Podolskij, Mark Ambit fields: survey and new challenges. (English) Zbl 1498.60095 Mena, Ramsés H. (ed.) et al., XI symposium on probability and stochastic processes. CIMAT, Guanajuato, Mexico, November 18–22, 2013. Cham: Birkhäuser/Springer. Prog. Probab. 69, 241-279 (2015). MSC: 60F05 60G22 60G57 60H05 60H07 60-02 PDFBibTeX XMLCite \textit{M. Podolskij}, Prog. Probab. 69, 241--279 (2015; Zbl 1498.60095) Full Text: DOI arXiv
Kim, Yoon Tae; Park, Hyun Suk Kolmogorov distance for multivariate normal approximation. (English) Zbl 1433.60029 Korean J. Math. 23, No. 1, 1-10 (2015). MSC: 60H07 PDFBibTeX XMLCite \textit{Y. T. Kim} and \textit{H. S. Park}, Korean J. Math. 23, No. 1, 1--10 (2015; Zbl 1433.60029) Full Text: DOI
Rosenblatt, Murray Short range and long range dependence. (English) Zbl 1368.60038 Dawson, Donald (ed.) et al., Asymptotic laws and methods in stochastics. A volume in honour of Miklós Csörgő on the occasion of his 80th birthday. Proceedings of the international symposium on asymptotic methods in stochastics, Ottawa, Canada, July 3–6, 2012. Toronto: The Fields Institute for Research in the Mathematical Sciences; New York, NY: Springer (ISBN 978-1-4939-3075-3/hbk; 978-1-4939-3076-0/ebook). Fields Institute Communications 76, 283-294 (2015). MSC: 60G10 60G15 60F05 PDFBibTeX XMLCite \textit{M. Rosenblatt}, Fields Inst. Commun. 76, 283--294 (2015; Zbl 1368.60038) Full Text: DOI
Ghosh, Sucharita Computation of spatial Gini coefficients. (English) Zbl 1343.62086 Commun. Stat., Theory Methods 44, No. 22, 4709-4720 (2015). MSC: 62M30 62G05 62G20 PDFBibTeX XMLCite \textit{S. Ghosh}, Commun. Stat., Theory Methods 44, No. 22, 4709--4720 (2015; Zbl 1343.62086) Full Text: DOI
Russo, Francesco; Viens, Frederi Gaussian and non-Gaussian processes of zero power variation. (English) Zbl 1333.60114 ESAIM, Probab. Stat. 19, 414-439 (2015). MSC: 60H05 60G15 60G44 60G48 60G07 PDFBibTeX XMLCite \textit{F. Russo} and \textit{F. Viens}, ESAIM, Probab. Stat. 19, 414--439 (2015; Zbl 1333.60114) Full Text: DOI arXiv
Kim, Yoon Tae; Park, Hyun Suk Convergence rate of CLT for the estimation of Hurst parameter of fractional Brownian motion. (English) Zbl 1330.60045 Stat. Probab. Lett. 105, 181-188 (2015). MSC: 60F05 60G22 60H07 62M09 PDFBibTeX XMLCite \textit{Y. T. Kim} and \textit{H. S. Park}, Stat. Probab. Lett. 105, 181--188 (2015; Zbl 1330.60045) Full Text: DOI
Kim, Yoon Tae; Park, Hyun Suk Kolmogorov distance for the central limit theorems of the Wiener chaos expansion and applications. (English) Zbl 1327.60113 J. Korean Stat. Soc. 44, No. 4, 565-576 (2015). MSC: 60H07 60F25 PDFBibTeX XMLCite \textit{Y. T. Kim} and \textit{H. S. Park}, J. Korean Stat. Soc. 44, No. 4, 565--576 (2015; Zbl 1327.60113) Full Text: DOI