Total variation estimates in the Breuer–Major theorem
Work
Year: 2021
Type: article
Abstract: This paper provides estimates for the convergence rate of the total variation distance in the framework of the Breuer–Major theorem, assuming some smoothness properties of the underlying function. The... more
Authors David Nualart, Hongjuan Zhou
Institutions University of Kansas, Arizona State University
Cites: 18
Cited by: 4
Related to: 10
FWCI: 0.595
Citation percentile (by year/subfield): 77.06
Subfield: Finance
Domain: Social Sciences
Open Access status: green