Normal approximations with Malliavin calculus: from Stein's method to universality I Nourdin, G Peccati Cambridge University Press, 2012 | 925* | 2012 |
Stein’s method on Wiener chaos I Nourdin, G Peccati Probability Theory and Related Fields 145, 75-118, 2009 | 450 | 2009 |
Selected aspects of fractional Brownian motion I Nourdin Springer, 2012 | 344 | 2012 |
Multivariate normal approximation using Stein's method and Malliavin calculus I Nourdin, G Peccati, A Réveillac Annales de l'IHP Probabilités et statistiques 46 (1), 45-58, 2010 | 167 | 2010 |
Central and non-central limit theorems for weighted power variations of fractional Brownian motion I Nourdin, D Nualart, CA Tudor Annales de l'IHP Probabilités et statistiques 46 (4), 1055-1079, 2010 | 152 | 2010 |
Density formula and concentration inequalities with Malliavin calculus I Nourdin, F Viens | 136 | 2009 |
Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos I Nourdin, G Peccati, G Reinert | 126 | 2010 |
-order integrals and generalized Itô’s formula ; the case of a fractional brownian motion with any Hurst index M Gradinaru, I Nourdin, F Russo, P Vallois Annales de l'IHP Probabilités et statistiques 41 (4), 781-806, 2005 | 124 | 2005 |
Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion A Neuenkirch, I Nourdin Journal of Theoretical Probability 20, 871-899, 2007 | 123 | 2007 |
Stein’s method, logarithmic Sobolev and transport inequalities M Ledoux, I Nourdin, G Peccati Geometric and Functional Analysis 25, 256-306, 2015 | 120 | 2015 |
Stein’s method and exact Berry–Esseen asymptotics for functionals of Gaussian fields I Nourdin, G Peccati | 113 | 2009 |
Convergence in total variation on Wiener chaos I Nourdin, G Poly Stochastic Processes and their Applications 123 (2), 651-674, 2013 | 107 | 2013 |
Noncentral convergence of multiple integrals I Nourdin, G Peccati | 106 | 2009 |
The optimal fourth moment theorem I Nourdin, G Peccati Proceedings of the American Mathematical Society 143 (7), 3123-3133, 2015 | 93 | 2015 |
Second order Poincaré inequalities and CLTs on Wiener space I Nourdin, G Peccati, G Reinert Journal of Functional Analysis 257 (2), 593-609, 2009 | 91 | 2009 |
Delay equations driven by rough paths A Neuenkirch, I Nourdin, S Tindel | 86 | 2008 |
Wigner chaos and the fourth moment T Kemp, I Nourdin, G Peccati, R Speicher | 83 | 2012 |
Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion JC Breton, I Nourdin | 78 | 2008 |
Nodal statistics of planar random waves I Nourdin, G Peccati, M Rossi Communications in Mathematical Physics 369, 99-151, 2019 | 77 | 2019 |
Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion I Nourdin | 76 | 2008 |