Locally best unbiased estimates of functionals of covariance functions of a Gaussian stochastic process
František Štulajter (1980)
Kybernetika
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Displaying similar documents to “Nonlinear estimators of polynomials in mean values of a Gaussian stochastic process”
Locally best unbiased estimates of functionals of covariance functions of a Gaussian stochastic process
On a series of Carlitz involving ultraspherical polynomials
S. K. Chatterjea (1961)
Rendiconti del Seminario Matematico della Università di Padova
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L multipliers and their H-L estimates on the Heisenberg group.
Chin-Cheng Lin (1995)
Revista Matemática Iberoamericana
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We give a Hörmander-type sufficient condition on an operator-valued function M that implies the L-boundedness result for the operator T defined by (Tf)^ = Mf^ on the (2n + 1)-dimensional Heisenberg group H. Here ^ denotes the Fourier transform on H defined in terms of the Fock representations. We also show the H-L boundedness of T, ||Tf|| ≤ C||f||, for H under the same hypotheses of L-boundedness.
Multivariate normal approximation using Stein’s method and Malliavin calculus
Ivan Nourdin, Giovanni Peccati, Anthony Réveillac (2010)
Annales de l'I.H.P. Probabilités et statistiques
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We combine Stein’s method with Malliavin calculus in order to obtain explicit bounds in the multidimensional normal approximation (in the Wasserstein distance) of functionals of gaussian fields. Among several examples, we provide an application to a functional version of the Breuer–Major CLT for fields subordinated to a fractional brownian motion.