Limit theorems for Fourier transforms of functionals of Gaussian sequences

DOI10.1007/BF00535155zbMath0447.60016MaRDI QIDQ3893040

Murray Rosenblatt

Publication date: 1981

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

nonlinear functions of stationary Gaussian sequences

Mathematics Subject Classification ID

60G15: Gaussian processes

60F05: Central limit and other weak theorems

60G10: Stationary stochastic processes

Related Items

Fourier transforms of stationary processes, Limit Theorems for Weighted Functionals of Cyclical Long-Range Dependent Random Fields, Convergence of certain nonlinear transformations of a Gaussian sequence to self-similar processes, Estimation for a class of nonstationary processes, Limit theorem for polynomials of a linear process with long-range dependence, Self-similar random fields, Zones of attraction of self-similar multiple integrals, Central limit theorems for non-linear functionals of Gaussian fields, Remarks on limit theorems for nonlinear functionals of Gaussian sequences, Asymptotic normality of finite Fourier transforms of stationary generalized processes, Rates of convergence and optimal spectral bandwidth for long range dependence, Stratified structure of the Universe and Burgers' equation -- a probabilistic approach, A generalized fractionally differencing approach in long-memory modeling, Asymptotic behavior of functionals of cyclic long-range dependent random fields, Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra, Central limit theorem for Fourier transforms of stationary processes, GLOBAL FLUCTUATIONS IN PHYSICAL SYSTEMS: A SUBTLE INTERPLAY BETWEEN SUM AND EXTREME VALUE STATISTICS, CLT and other limit theorems for functionals of Gaussian processes

Cites Work

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• Limit theorems for non-linear functionals of Gaussian sequences
• Weak convergence to fractional brownian motion and to the rosenblatt process
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• Non-central limit theorems for non-linear functional of Gaussian fields