Generalized Hermite processes, discrete chaos and limit theorems

DOI10.1016/j.spa.2013.12.011zbMath1282.60043arXiv1309.3241MaRDI QIDQ2436796

Murad S. Taqqu, Shuyang Bai

Publication date: 26 February 2014

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

Full work available at URL: https://arxiv.org/abs/1309.3241

zbMATH Keywords

limit theorem; long memory; Wiener chaos; discrete chaos

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60G18: Self-similar stochastic processes

Related Items

A unified approach to self-normalized block sampling, Tempered Hermite process, Structure of the third moment of the generalized Rosenblatt distribution, The universality of homogeneous polynomial forms and critical limits, Discretizing Malliavin calculus, Convergence of long-memory discrete \(k\)th order Volterra processes, Scaling transition for nonlinear random fields with long-range dependence

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