Limit theorems for functionals of Gaussian vectors
From MaRDI portal
Publication:2405967
DOI10.1007/s11464-016-0620-1zbMath1372.60049arXiv1409.1646OpenAlexW2571228406MaRDI QIDQ2405967
Hongshuai Dai, Guang Jun Shen, Lingtao Kong
Publication date: 26 September 2017
Published in: Frontiers of Mathematics in China (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1409.1646
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Convergence in law to operator fractional Brownian motions
- Exponents, symmetry groups and classification of operator fractional Brownian motions
- Modeling and simulation with operator scaling
- Integral representations and properties of operator fractional Brownian motions
- Sample path properties of self-similar processes with stationary increments
- Operator self similar stochastic processes in \(R^ n\).
- Non-central limit theorems for non-linear functionals of \(k\) Gaussian fields
- A central limit theorem for nonlinear functionals of stationary Gaussian vector processes
- Weak convergence of multivariate fractional processes
- Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
- Self-similar processes with independent increments
- THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II
- Weak convergence to fractional brownian motion and to the rosenblatt process
- Sample Path Properties of Operator-Slef-Similar Gaussian Random Fields
- Operator-Self-Similar Processes in a Finite-Dimensional Space
- Semi-Stable Stochastic Processes
- SAMPLE MEANS, SAMPLE AUTOCOVARIANCES, AND LINEAR REGRESSION OF STATIONARY MULTIVARIATE LONG MEMORY PROCESSES
- Lévy Processes and Stochastic Calculus
This page was built for publication: Limit theorems for functionals of Gaussian vectors