A central limit theorem for nonlinear functionals of stationary Gaussian vector processes

DOI10.1016/0167-7152(94)00070-OzbMath0816.60023MaRDI QIDQ1347182

M. V. Sánchez de Naranjo

Publication date: 23 April 1995

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

zbMATH Keywords

central limit theoremHermite polynomialsnonlinear functionalsstationary Gaussian vector process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (4)

Limit theorems for functionals of Gaussian vectors ⋮ Asymptotic theory for curve-crossing analysis ⋮ Reduction principle for functionals of vector random fields ⋮ Reduction principle for functionals of strong-weak dependent vector random fields

Cites Work

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• Central limit theorems for non-linear functionals of Gaussian fields
• A central limit theorem for non-instantaneous filters of a stationary Gaussian process
• Multiple Wiener-Ito integrals. With applications to limit theorems
• Non-central limit theorems for non-linear functionals of \(k\) Gaussian fields
• Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
• Convergence of integrated processes of arbitrary Hermite rank
• Non-central limit theorems for non-linear functional of Gaussian fields

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