Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes (Q491694): Difference between revisions

@@ Property / author @@
-Murad S. Taqqu
@@ Property / author: Murad S. Taqqu / rank @@
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@@ Property / author @@
+Murad S. Taqqu
@@ Property / author: Murad S. Taqqu / rank @@
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+F17
@@ Property / Mathematics Subject Classification ID: 60F17 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F05
@@ Property / Mathematics Subject Classification ID: 60F05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G15
@@ Property / Mathematics Subject Classification ID: 60G15 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 60G10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J65
@@ Property / Mathematics Subject Classification ID: 60J65 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H05
@@ Property / Mathematics Subject Classification ID: 60H05 / rank @@
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+6473540
@@ Property / zbMATH DE Number: 6473540 / rank @@
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@@ Property / zbMATH Keywords @@
+functional limit theorems
@@ Property / zbMATH Keywords: functional limit theorems / rank @@
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@@ Property / zbMATH Keywords @@
+stationary Gaussian processes
@@ Property / zbMATH Keywords: stationary Gaussian processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Toeplitz-type quadratic functionals
@@ Property / zbMATH Keywords: Toeplitz-type quadratic functionals / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+central limit theorem
@@ Property / zbMATH Keywords: central limit theorem / rank @@
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@@ Property / zbMATH Keywords @@
+noncentral limit theorem
@@ Property / zbMATH Keywords: noncentral limit theorem / rank @@
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@@ Property / zbMATH Keywords @@
+Brownian motion
@@ Property / zbMATH Keywords: Brownian motion / rank @@
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@@ Property / zbMATH Keywords @@
+long-range dependence
@@ Property / zbMATH Keywords: long-range dependence / rank @@
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@@ Property / zbMATH Keywords @@
+Wiener-Itō integral
@@ Property / zbMATH Keywords: Wiener-Itō integral / rank @@
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+W2963545573
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+.05574
@@ Property / arXiv ID: 1501.05574 / rank @@
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@@ Property / cites work @@
+On bilinear forms in Gaussian random variables and Toeplitz matrices
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@@ Property / cites work @@
+Stochastic Processes
@@ Property / cites work: Stochastic Processes / rank @@
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@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
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@@ Property / cites work @@
+Gaussian and their subordinates self-similar random generalized fields
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@@ Property / cites work @@
+Q5822308
@@ Property / cites work: Q5822308 / rank @@
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@@ Property / cites work @@
+Central limit theorems for quadratic forms in random variables having long-range dependence
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@@ Property / cites work @@
+On Estimating the Value of a Linear Functional of the Spectral Density of a Gaussian Stationary Process
+Normal rank
@@ Property / cites work @@
+On Toeplitz type quadratic functionals of stationary Gaussian processes
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@@ Property / cites work @@
+On the Central Limit Theorem for Toeplitz Quadratic Forms of Stationary Sequences
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@@ Property / cites work @@
+Limit theorems for Toeplitz quadratic functionals of continuous-time stationary processes
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@@ Property / cites work @@
+The trace problem for Toeplitz matrices and operators and its impact in probability
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@@ Property / cites work @@
+Q3399435
@@ Property / cites work: Q3399435 / rank @@
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@@ 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 @@
+Central limit theorems for quadratic forms with time-domain conditions
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@@ Property / cites work @@
+Functional non-central and central limit theorems for bivariate Appell polynomials
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@@ Property / cites work @@
+Q3247378
@@ Property / cites work: Q3247378 / rank @@
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@@ Property / cites work @@
+On Estimation of the Spectral Function of a Stationary Gaussian Process
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@@ Property / cites work @@
+Q5624460
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@@ Property / cites work @@
+Gaussian Hilbert Spaces
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@@ Property / cites work @@
+Multiple Wiener-Ito integrals. With applications to limit theorems
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@@ Property / cites work @@
+Regularization and integral representations of Hermite processes
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+Q3844693
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@@ Property / cites work @@
+Asymptotic theory of statistical inference for time series
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+A noncentral limit theorem for quadratic forms of Gaussian stationary sequences
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@@ Property / cites work @@
+Convergence to a Gaussian limit as the normalization exponent tends to 1/2
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@@ links / mardi / name / links / mardi / name @@
+Publication:491694