Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes (Q491694): Difference between revisions
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| Property / author | |||
| Property / author: Mamikon S. Ginovyan / rank | |||
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| Property / author: Murad S. Taqqu / rank | |||
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| Property / Mathematics Subject Classification ID: 60F17 / rank | |||
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| Property / Mathematics Subject Classification ID: 60F05 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G15 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G10 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J65 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H05 / rank | |||
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| Property / zbMATH DE Number | |||
| 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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stationary Gaussian processes | |||
| Property / zbMATH Keywords: stationary Gaussian processes / rank | |||
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Toeplitz-type quadratic functionals | |||
| Property / zbMATH Keywords: Toeplitz-type quadratic functionals / rank | |||
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central limit theorem | |||
| Property / zbMATH Keywords: central limit theorem / rank | |||
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noncentral limit theorem | |||
| Property / zbMATH Keywords: noncentral limit theorem / rank | |||
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Brownian motion | |||
| Property / zbMATH Keywords: Brownian motion / rank | |||
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long-range dependence | |||
| Property / zbMATH Keywords: long-range dependence / rank | |||
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Wiener-Itō integral | |||
| Property / zbMATH Keywords: Wiener-Itō integral / rank | |||
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Revision as of 22:56, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes |
scientific article |
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Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes (English)
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19 August 2015
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functional limit theorems
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stationary Gaussian processes
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Toeplitz-type quadratic functionals
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central limit theorem
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noncentral limit theorem
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Brownian motion
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long-range dependence
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Wiener-Itō integral
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