Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants
By Hermine Bierm'e, A. Bonami, Ivan Nourdin, Giovanni Peccati. 2011
64 citations recorded by the source corpus.
Let fFn : n > 1g be a normalized sequence of random variables in some fixed Wiener chaos associated with a general Gaussian field, and assume that E(F 4
Subfields: Finance, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/c820a44b425d95cd3c6cea74f5968a85ddecf056
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Ivan Nourdin
- Frederi G. Viens
- Khalifa Es-Sebaiy
- Giovanni Peccati
- David Nualart
- Ciprian A. Tudor
- Gesine Reinert
- Michel Ledoux
In Mathematical Physics
- Ivan Nourdin
- Giovanni Peccati
- Frederi G. Viens
- Khalifa Es-Sebaiy
- Gesine Reinert
- Michel Ledoux
- David Nualart
- Matthias Schulte
Citations in the corpus
- Optimal rates for parameter estimation of stationary Gaussian processes (2016, background): “The result (26) in Point (1) is a direct consequence of the main result in [22] (see also [4]).”
- The optimal fourth moment theorem (2013, methodology): “One remarkable consequence of our findings is that this optimal rate exactly coincides with the one related to the smooth test functions considered in [2].”