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

José Manuel Corcuera ()
Additional contact information
José Manuel Corcuera: Universitat de Barcelona

Methodology and Computing in Applied Probability, 2012, vol. 14, issue 3, 477-500

Abstract: Abstract 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.

Keywords: Central limit theorem; Gaussian processes; Non-semimartingales; Power variations; Wiener chaos; Primary 60F05; 60G15; 62G15; 62M09; Secondary 60G22; 60H07 (search for similar items in EconPapers)
Date: 2012
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s11009-011-9236-9 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:metcap:v:14:y:2012:i:3:d:10.1007_s11009-011-9236-9

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/11009

DOI: 10.1007/s11009-011-9236-9

Access Statistics for this article

Methodology and Computing in Applied Probability is currently edited by Joseph Glaz

More articles in Methodology and Computing in Applied Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().