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

13 June 2018

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

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Title
High-dimensional Data Bootstrap Victor Chernozhukov Denis Chetverikov Kengo Kato Yuta Koike 33 28 0 19 May 2022
Comparison and anti-concentration bounds for maxima of Gaussian random vectors Victor Chernozhukov Denis Chetverikov Kengo Kato 68 220 0 21 Jan 2013