Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes

DOI10.1016/j.spl.2015.04.030zbMath1322.60027arXiv1501.05574MaRDI QIDQ491694

Murad S. Taqqu, Shuyang Bai, Mamikon S. Ginovyan

Publication date: 19 August 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.05574

zbMATH Keywords

functional limit theorems; Brownian motion; central limit theorem; long-range dependence; Wiener-Itō integral; stationary Gaussian processes; noncentral limit theorem; Toeplitz-type quadratic functionals

Mathematics Subject Classification ID

60G15: Gaussian processes

60F05: Central limit and other weak theorems

60G10: Stationary stochastic processes

60J65: Brownian motion

60H05: Stochastic integrals

60F17: Functional limit theorems; invariance principles

Related Items

Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes

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