Distributional limit theorems over a stationary Gaussian sequence of random vectors.

DOI10.1016/S0304-4149(99)00122-2zbMath1045.60019WikidataQ127937944 ScholiaQ127937944MaRDI QIDQ1877507

Miguel A. Arcones

Publication date: 7 September 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Hermite polynomialslong-range dependencestationary Gaussian sequence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

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Uses Software

• longmemo

Cites Work

• Central limit theorems for non-linear functionals of Gaussian fields
• Multiple Wiener-Ito integrals. With applications to limit theorems
• Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
• Weak convergence to fractional brownian motion and to the rosenblatt process
• 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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