Quantitative Breuer-Major theorems

Metadata only

Author

Date

2011-04

Type

Journal Article

ETH Bibliography

yes

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Publication status

published

External links

Journal / series

Stochastic Processes and their Applications

Volume

121(4)

Pages / Article No.

793 - 812

Publisher

Elsevier

Subject

Berry-Esseen bounds; Breuer-Major central limit theorems; Gaussian processes; Interpolation; Malliavin calculus; Stein's method

Organisational unit

02204 - RiskLab / RiskLab

Notes

Received 12 July 2010, Revised 3 December 2010, Accepted 15 December 2010, Available online 22 December 2010.

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yes

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