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Mixed-normal limit theorems for multiple Skorohod integrals in
  high-dimensions, with application to realized covariance
v1v2v3 (latest)

Mixed-normal limit theorems for multiple Skorohod integrals in high-dimensions, with application to realized covariance

13 June 2018
Yuta Koike
ArXiv (abs)PDFHTML

Papers citing "Mixed-normal limit theorems for multiple Skorohod integrals in high-dimensions, with application to realized covariance"

3 / 3 papers shown
High-dimensional Data Bootstrap
High-dimensional Data BootstrapAnnual Review of Statistics and Its Application (ARSIA), 2022
Victor Chernozhukov
Denis Chetverikov
Kengo Kato
Yuta Koike
379
49
0
19 May 2022
Large-dimensional Central Limit Theorem with Fourth-moment Error Bounds
  on Convex Sets and Balls
Large-dimensional Central Limit Theorem with Fourth-moment Error Bounds on Convex Sets and BallsThe Annals of Applied Probability (Ann. Appl. Probab.), 2020
Xiao Fang
Yuta Koike
364
11
0
01 Sep 2020
High-dimensional central limit theorems for homogeneous sums
High-dimensional central limit theorems for homogeneous sumsJournal of theoretical probability (J. Theor. Probab.), 2019
Yuta Koike
275
18
0
11 Feb 2019
1
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