Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes (Q5965369): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spa.2015.10.010
+Normal rank
@@ Property / OpenAlex ID @@
+W2186459631
@@ Property / OpenAlex ID: W2186459631 / rank @@
+Normal rank
@@ Property / cites work @@
+On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields
+Normal rank
@@ Property / cites work @@
+Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes
+Normal rank
@@ Property / cites work @@
+The Invariance Principle for Dependent Random Variables
+Normal rank
@@ Property / cites work @@
+Q3992980
@@ Property / cites work: Q3992980 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3415147
@@ Property / cites work: Q3415147 / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy-driven CARMA processes
@@ Property / cites work: Lévy-driven CARMA processes / rank @@
+Normal rank
@@ Property / cites work @@
+Recent results in the theory and applications of CARMA processes
+Normal rank
@@ Property / cites work @@
+A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process
+Normal rank
@@ Property / cites work @@
+Gaussian and their subordinates self-similar random generalized fields
+Normal rank
@@ Property / cites work @@
+Q3149666
@@ Property / cites work: Q3149666 / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes
+Normal rank
@@ Property / cites work @@
+Noncentral limit theorems for quadratic forms in random variables having long-range dependence
+Normal rank
@@ Property / cites work @@
+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
+Normal rank
@@ Property / cites work @@
+Central limit theorems for quadratic forms in random variables having long-range dependence
+Normal rank
@@ Property / cites work @@
+On Toeplitz type quadratic functionals of stationary Gaussian processes
+Normal rank
@@ Property / cites work @@
+Efficient estimation of spectral functionals for continuous-time stationary models
+Normal rank
@@ Property / cites work @@
+On the Central Limit Theorem for Toeplitz Quadratic Forms of Stationary Sequences
+Normal rank
@@ Property / cites work @@
+Limit theorems for Toeplitz quadratic functionals of continuous-time stationary processes
+Normal rank
@@ Property / cites work @@
+Q3399435
@@ Property / cites work: Q3399435 / rank @@
+Normal rank
@@ Property / cites work @@
+A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
+Normal rank
@@ Property / cites work @@
+Convergence of normalized quadratic forms
@@ Property / cites work: Convergence of normalized quadratic forms / rank @@
+Normal rank
@@ Property / cites work @@
+Q3247378
@@ Property / cites work: Q3247378 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5624460
@@ Property / cites work: Q5624460 / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple Wiener integral
@@ Property / cites work: Multiple Wiener integral / rank @@
+Normal rank
@@ Property / cites work @@
+Q3084090
@@ Property / cites work: Q3084090 / rank @@
+Normal rank
@@ Property / cites work @@
+Wiener chaos: Moments, cumulants and diagrams. A survey with computer implementation
+Normal rank
@@ Property / cites work @@
+Regularization and integral representations of Hermite processes
+Normal rank
@@ Property / cites work @@
+Q4226175
@@ Property / cites work: Q4226175 / rank @@
+Normal rank
@@ Property / cites work @@
+Zones of attraction of self-similar multiple integrals
+Normal rank
@@ Property / cites work @@
+Weak convergence to fractional brownian motion and to the rosenblatt process
+Normal rank
@@ Property / cites work @@
+Convergence of integrated processes of arbitrary Hermite rank
+Normal rank
@@ Property / cites work @@
+A noncentral limit theorem for quadratic forms of Gaussian stationary sequences
+Normal rank
@@ Property / cites work @@
+Q3976818
@@ Property / cites work: Q3976818 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5965369