{"entities":{"Q2040091":{"pageid":2050833,"ns":120,"title":"Item:Q2040091","lastrevid":57700500,"modified":"2026-03-31T23:35:26Z","type":"item","id":"Q2040091","labels":{"en":{"language":"en","value":"Limit theorems for integral functionals of Hermite-driven processes"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7370728"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2040091$540BE26A-B19B-4059-AB02-17CFA35BEABB","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"e0ff059b8abaf43f9edee5415e3ec8a3d7fc5fd9","datavalue":{"value":{"text":"Limit theorems for integral functionals of Hermite-driven processes","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2040091$B2A7EAF4-55A6-47FD-9109-85FCEECC9ED3","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"878442259da22786b454a1b189af994a2d228ae5","datavalue":{"value":"1491.60048","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2040091$E9A5A1A7-FE6A-433C-A122-4A60D9B92594","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"3f351aca2725baa4c4089242abd89389417b25d7","datavalue":{"value":"10.3150/20-BEJ1291","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2040091$A12179CD-118F-4312-BFF5-52B6065C1D5F","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"4bf0c22f71995f7139795ee3480199704d21245c","datavalue":{"value":{"entity-type":"item","numeric-id":2040090,"id":"Q2040090"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2040091$0674ABEF-F6B6-4ED1-8A74-3C5515502A2D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"533b0e73a1d71ba929d04c97080050286d8901ea","datavalue":{"value":{"entity-type":"item","numeric-id":272935,"id":"Q272935"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2040091$B9F887E3-347E-4317-AEB5-00905A82A653","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"4d371aa15dbf45ea80a39c178d6020c0ed6f1265","datavalue":{"value":{"entity-type":"item","numeric-id":217271,"id":"Q217271"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2040091$6D3DC0F7-2E5B-4AA6-A62E-1ECDBD7BD098","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"d365c36ccc3223632a4f50a918875033db6c5942","datavalue":{"value":{"entity-type":"item","numeric-id":887711,"id":"Q887711"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2040091$2AC4B6A4-072F-4DF8-A3FE-597692895F22","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"47dbaf2050ccec76d72251c8ab98a49b4485bc38","datavalue":{"value":{"entity-type":"item","numeric-id":61790,"id":"Q61790"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2040091$CB1FA379-2D63-4CAC-A46F-5A58F081F2FC","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"1c709ad109d0189bdd9122d0f3284b20ed7b5d0d","datavalue":{"value":{"time":"+2021-07-09T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2040091$86C2BF42-86FD-4C64-A2D1-34B15FA3E737","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"87b4d8afad5fab4e3f35f0cd8e4146418698dd5f","datavalue":{"value":"https://arxiv.org/abs/2006.03815","type":"string"},"datatype":"url"},"type":"statement","id":"Q2040091$D4EBEE3D-B62C-406D-9E2A-C9A422890BFE","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"872c0f3c4db1074e03848efd691481f6e4524240","datavalue":{"value":"The authors consider a moving average process \\(X\\) of the form \\(X(t) = \\int_{-\\infty}^t \\varphi(t-u) d Z_u\\), where \\(Z\\) is a Hermite process and \\(\\varphi\\colon \\mathbb{R}^+ \\to \\mathbb{R}\\) is sufficiently integrable. The paper investigates the fluctuations of integral functionals of the form \\(t\\to \\int_{0}^{Tt} P(X(s)) d s\\), where \\(P\\) is any given polynomial function and \\(T\\to\\infty\\). Such processes appear in the context of statistical estimation. The results are split in two cases: Theorem 1 answers the case of a fractional Brownian motion as the driving process \\(Z\\) while Theorem 2 deals with Hermite processes of order \\(q\\ge 2\\). In both cases, functional limit theorems are provided. The proof relies on a chaotic decomposition of powers of \\(X(t)\\).","type":"string"},"datatype":"string"},"type":"statement","id":"Q2040091$E0F26D66-083B-4F48-B3D6-1F06999EC648","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"653e82ea4b32600a12906be1732fd01ebf328e88","datavalue":{"value":{"entity-type":"item","numeric-id":449237,"id":"Q449237"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2040091$97146F11-1500-4AAD-A16F-5C2F2C818526","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"846badbb8697f1765da78fe3aa22b3e62edb7f0a","datavalue":{"value":"60F17","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2040091$595A1F38-6B3E-4847-B892-948C13C220A9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9c26edc64a90bba56c1183f94fc53f8fb4f27024","datavalue":{"value":"60G18","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2040091$6368E28B-3C7E-475C-9700-F9F637DA1A29","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"a45c41232c6931f169bb879be71dd4b7ad0aa1d2","datavalue":{"value":"60G22","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2040091$DC0D3D13-C778-4A2D-A6DA-2E2123D5F56F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4187c789cd3cc2284fdbe869bc1aa730ffdee026","datavalue":{"value":"60H07","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2040091$344DC751-6785-4ECA-9AB3-396EA2B82D90","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"f8ae7211cec41eac253b801410bc289eb40473bd","datavalue":{"value":"7370728","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2040091$39EBFCCA-BA2C-46A5-9EF5-EF6EDFCFC507","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4ceb10ab4be2cefa0495ebf3f9340311d6d605a4","datavalue":{"value":"chaotic decomposition","type":"string"},"datatype":"string"},"type":"statement","id":"Q2040091$E9CEB56C-ABA2-49D7-9645-CCF8F7FF84BA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6602006d6ccebfb0f7bf021d4b9c5fbb0554e04a","datavalue":{"value":"fractional Brownian motion","type":"string"},"datatype":"string"},"type":"statement","id":"Q2040091$B0D66586-F106-4778-B366-5BDC692B5252","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"dde37bcd4b50c081e97685770a8715ef39a31860","datavalue":{"value":"Hermite processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q2040091$05DDB375-A879-400C-9513-776D2D2C105C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9411e650b306d13e92deedd69682aa85fe60e29d","datavalue":{"value":"multiple Wiener-It\u00f4 integrals","type":"string"},"datatype":"string"},"type":"statement","id":"Q2040091$9FF5FBE9-35ED-48D5-B468-6FAD6C51ACB5","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2040091$3D16595E-4C06-4410-873F-5920472B3518","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"f901fafdbf28fb60fa2d711410bcf30ae752e1f9","datavalue":{"value":"Q113701734","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2040091$67D08088-01EB-4C8D-B93F-37136A965A0A","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"1adfc7902728084d7332c38cb17afdba7cd6152c","datavalue":{"value":{"entity-type":"item","numeric-id":4847883,"id":"Q4847883"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2040091$E9CE77A3-06E1-40B8-B097-1832053229BE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"80fe945e44780ffca948fc00b65d4f9b8d12954f","datavalue":{"value":{"entity-type":"item","numeric-id":1689829,"id":"Q1689829"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2040091$E346AF24-7DF2-42EA-8636-0FEFA2F1050B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9eaec9b133f54287c656f44e37c39758c8ed53dc","datavalue":{"value":{"entity-type":"item","numeric-id":5452309,"id":"Q5452309"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2040091$C26822CA-E9ED-404C-966E-C650827A244D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8fe0e2300753bd2577bd96cb7ab7149bbce6e909","datavalue":{"value":{"entity-type":"item","numeric-id":1054065,"id":"Q1054065"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2040091$D9EFE544-27F4-4BED-A78A-708558BDB252","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"98156a8374b66b47bbb236eeb1eced9495379501","datavalue":{"value":{"entity-type":"item","numeric-id":2184814,"id":"Q2184814"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2040091$A4656C06-6709-4000-81CA-7AE2872BD9C1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ae3a313c66d2f7eb5ccb275412162cfaae0dbd24","datavalue":{"value":{"entity-type":"item","numeric-id":1767492,"id":"Q1767492"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2040091$A9700D1E-9602-42DF-8AFB-749C9E917C93","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ba2ff0560db79e3c8ad33612a037e2e532fa4c7a","datavalue":{"value":{"entity-type":"item","numeric-id":4584279,"id":"Q4584279"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2040091$094D178F-501F-43B0-A67D-3F05D6449D2E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"31a7677be036f8518d2fb1969525bc7810fc9af4","datavalue":{"value":{"entity-type":"item","numeric-id":4181035,"id":"Q4181035"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2040091$53C8B50C-51D2-4595-A36F-51D3CCF1C6FD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"283f0c30fabed94a4ae27a016e64bb8a3f432c35","datavalue":{"value":{"entity-type":"item","numeric-id":5421607,"id":"Q5421607"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2040091$F4167BC9-CA51-4A78-8BCA-04FCF73801F3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3932f67c6da30fb6f0b7bc32cde5530bd2e2ecad","datavalue":{"value":{"entity-type":"item","numeric-id":2789883,"id":"Q2789883"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2040091$F10EF244-E439-47B2-AEEE-9DE5677510A7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"48809064e7a33e0524269ada5c54be053394bc65","datavalue":{"value":{"entity-type":"item","numeric-id":2891288,"id":"Q2891288"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2040091$B4984A29-A7B8-47A7-874F-9ED2BB32A64A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7919661dbcffa0e3184613aade93dbdd9dc075e4","datavalue":{"value":{"entity-type":"item","numeric-id":2274256,"id":"Q2274256"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2040091$B77DEBEF-8CD7-48BD-9C3E-8C64F749184C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7bd42ab4d1b7d1b01de7903f27ce6ec78fb7ff45","datavalue":{"value":{"entity-type":"item","numeric-id":3377363,"id":"Q3377363"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2040091$6A78C804-E47E-46D0-8BF3-D5A89530F5EC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ef31eb610187440e34124b37b0f6fc389e89e60a","datavalue":{"value":{"entity-type":"item","numeric-id":971780,"id":"Q971780"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2040091$064C52CA-3E50-4246-9CCA-308E6E746ADD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"25dae831c491be58c743c85f7586b7cd6c607c14","datavalue":{"value":{"entity-type":"item","numeric-id":5277859,"id":"Q5277859"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2040091$D7F9C533-880A-4457-9DDA-913C3F72A232","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"433eb6553f8e0c3f1d88f00335746f6aac3b7389","datavalue":{"value":{"entity-type":"item","numeric-id":5230217,"id":"Q5230217"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2040091$9FF4AD29-E89D-47FB-8589-5EC0DFB0E569","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e96c39567aeb447c5e230e7188c7fabde5b8de41","datavalue":{"value":{"entity-type":"item","numeric-id":5607484,"id":"Q5607484"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2040091$2ECA3B11-4C69-4B46-AC72-72184643D596","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a6f60158cef27f6e4b5a92fdc77b5903fc64b9a5","datavalue":{"value":{"entity-type":"item","numeric-id":4181029,"id":"Q4181029"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2040091$907E39EC-8D22-4919-8862-639E7A703278","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"78db08f1ee9ced590418b64cfa6786a82f2b063b","datavalue":{"value":{"entity-type":"item","numeric-id":3976818,"id":"Q3976818"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2040091$5266CAEE-BF7F-4171-ADDB-5FBB53371ACE","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"9a397e6370b5c8c76ebc421523b4202b9575ce69","datavalue":{"value":"W3161632245","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2040091$60BB7093-9373-4D8A-884B-592CC22312C8","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"95cb6bf37f9657b47c38d7360d583b5a7583810e","datavalue":{"value":{"entity-type":"item","numeric-id":4584279,"id":"Q4584279"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"26423db72db92dbed1db3dd4f5e17b966d49d14b","datavalue":{"value":{"amount":"+0.8566243648529053","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2040091$CAD707DC-757F-40AF-8824-A18CA4423DDF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d9088e4fc4458584488ec620e0900f80b6c430da","datavalue":{"value":{"entity-type":"item","numeric-id":3384680,"id":"Q3384680"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"483d7c8340069cae02409559a84736fd77746900","datavalue":{"value":{"amount":"+0.7905016541481018","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2040091$DA9804A4-E9C0-4363-893C-B71BD7EF8E6D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4178d190b8c3d0852d71296cc893852741492b43","datavalue":{"value":{"entity-type":"item","numeric-id":5086720,"id":"Q5086720"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"05deb4958990a4605408ad6fee914df8dfb8f770","datavalue":{"value":{"amount":"+0.7842594385147095","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2040091$34BCA7BB-4EAA-45C3-97D5-1F091CD1329E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"179006a3f51e10f304a0a1b307d485f48b714633","datavalue":{"value":{"entity-type":"item","numeric-id":1009478,"id":"Q1009478"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"88558fcf0cd3ec846f7e2f7a226341eeb828e806","datavalue":{"value":{"amount":"+0.7788694500923157","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2040091$364119A2-D976-4C66-9ADC-60849FB47F88","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"780657ed5589fe9760b704c5d0d4312ea141315f","datavalue":{"value":{"entity-type":"item","numeric-id":2274198,"id":"Q2274198"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e1333447f636e194074e46a1f0c1a657b726e4d7","datavalue":{"value":{"amount":"+0.7787889242172241","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2040091$13826E8B-3B48-4B37-8D93-8FEAAB29A4BC","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2040091","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2040091"}}}}}