A central limit theorem for non-instantaneous filters of a stationary Gaussian process

DOI10.1016/0047-259X(87)90082-0zbMath0623.60037MaRDI QIDQ1091664

Tze-Chien Sun, Hwai-Chung Ho

Publication date: 1987

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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Cites Work

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• Central limit theorems for non-linear functionals of Gaussian fields
• Multiple Wiener-Ito integrals. With applications to limit theorems
• A central limit theorem for the number of zeros of a stationary Gaussian process
• Convergence of integrated processes of arbitrary Hermite rank
• Non-central limit theorems for non-linear functional of Gaussian fields
• Asymptotic Normality of the Number of Crossings of Level Zero by a Gaussian Process

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