Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
From MaRDI portal
Publication:4130727
DOI10.1007/BF00736047zbMath0358.60048MaRDI QIDQ4130727
Publication date: 1977
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Strong limit theorems (60F15) Enumeration in graph theory (05C30) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)
Related Items (91)
Some sojourn time problems for 2-dimensional Gaussian processes ⋮ Stable Convergence of Certain Functionals of Diffusions Driven by fBm ⋮ Distributional limit theorems over a stationary Gaussian sequence of random vectors. ⋮ Estimation of fractal dimension for a class of non-Gaussian stationary processes and fields. ⋮ A Berry-Esséen bound for \(H\)-variation of a Gaussian process ⋮ Functional limit theorems for generalized variations of the fractional Brownian sheet ⋮ Parametric estimation of long memory multivariate Gaussian random fields ⋮ The law of the iterated logarithm for non-instantaneous filters of strongly dependent Gaussian sequences ⋮ On the strong uniform consistency of density estimation for strongly dependent sequences ⋮ A central limit theorem for nonlinear functionals of stationary Gaussian vector processes ⋮ Macroscaling Limit Theorems for Filtered Spatiotemporal Random Fields ⋮ Estimation of the fractionally differencing parameter with the R/S method ⋮ Functional limit theorems for Volterra processes and applications to homogenization* ⋮ Power variation of some integral fractional processes ⋮ On the second moment of the number of crossings by a stationary Gaussian process ⋮ Spatial Scalings for Randomly Initialized Heat and Burgers Equations with Quadratic Potentials ⋮ Multiple stochastic integrals with dependent integrators ⋮ Generalized Lorenz curves and convexifications of stochastic processes ⋮ The empirical process of a short-range dependent stationary sequence under Gaussian subordination ⋮ A central limit theorem for Lipschitz-Killing curvatures of Gaussian excursions ⋮ Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data ⋮ Asymptotics for the local time of a strongly dependent vector-valued Gaussian random field ⋮ The functional law of the iterated logarithm for the empirical process of some long-range dependent sequences ⋮ Limits for weighted \(p\)-variations and likewise functionals of fractional diffusions with drift ⋮ Long memory processes and fractional integration in econometrics ⋮ Strong approximations for long memory sequences based partial sums, counting and their Vervaat processes ⋮ Averaging Gaussian functionals ⋮ Fractional white-noise limit and paraxial approximation for waves in random media ⋮ Limit theorems for power variations of ambit fields driven by white noise ⋮ Change-point estimation of nonstationary \(I(d)\) processes ⋮ Volatility estimation in fractional Ornstein-Uhlenbeck models ⋮ An oscillator driven by algebraically decorrelating noise ⋮ Quadratic prediction of time series via auto-cumulants ⋮ Reduction principle for functionals of vector random fields ⋮ Winding number for stationary Gaussian processes using real variables ⋮ Probabilistic and Deterministic Averaging ⋮ Expectiles for subordinated Gaussian processes with applications ⋮ Asymptotic properties of \(U\)-processes under long-range dependence ⋮ Sojourns of multidimensional Gaussian random fields with dependent components ⋮ Hermite ranks and \(U\)-statistics ⋮ GLOBAL FLUCTUATIONS IN PHYSICAL SYSTEMS: A SUBTLE INTERPLAY BETWEEN SUM AND EXTREME VALUE STATISTICS ⋮ Limiting theorems for sojourn measures in domains of vector-valued Gaussian random fields ⋮ Measuring the roughness of random paths by increment ratios ⋮ Classes of self-similar random fields ⋮ Regular multigraphs and their application to the Monte Carlo evaluation of moments of non-linear functions of Gaussian random variables ⋮ Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles ⋮ ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL ⋮ On almost sure noncentral limit theorems ⋮ Asymptotic theory for rough fractional Vasicek models ⋮ Volatility estimation of general Gaussian Ornstein-Uhlenbeck process ⋮ A Hanson-Russo-type law of the iterated logarithm for fractional Brownian motion ⋮ Change point estimation in regressions with \(I(d)\) variables. ⋮ Empirical likelihood confidence intervals for the mean of a long‐range dependent process ⋮ High level sojourns for strongly dependent Gaussian processes ⋮ Spectral properties of Burgers and KPZ turbulence ⋮ Moment bounds for non-linear functionals of the periodogram ⋮ Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences ⋮ Moment bounds and central limit theorem for functions of Gaussian vectors ⋮ Detection of multiple changes in a sequence of dependent variables ⋮ Mean integrated squared error of nonlinear wavelet-based estimators with long memory data ⋮ Reduction principle for functionals of strong-weak dependent vector random fields ⋮ A representation for self-similar processes ⋮ Some limit theorems for partial sums of quadratic forms in stationary Gaussian variables ⋮ The effect of long-range dependence on change-point estimators ⋮ Central limit theorem for Lipschitz-Killing curvatures of excursion sets of Gaussian random fields ⋮ A penalized empirical likelihood method in high dimensions ⋮ VALIDITY OF THE SAMPLING WINDOW METHOD FOR LONG-RANGE DEPENDENT LINEAR PROCESSES ⋮ Convergence of integrated processes of arbitrary Hermite rank ⋮ Inference on a Structural Break in Trend with Fractionally Integrated Errors ⋮ Investigation of the structure of binary variables ⋮ Power variation for Gaussian processes with stationary increments ⋮ Limit theorems for sojourn measures in domains of vector-valued Gaussian random fields ⋮ Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process ⋮ Darling-Erdős-type theorems for sums of Gaussian variables with long-range dependence ⋮ On central and non-central limit theorems in density estimation for sequences of long-range dependence ⋮ Broadband log-periodogram regression of time series with long-range dependence ⋮ Long- and short-range dependent sequences under exponential subordination ⋮ Limit theorems for sums of dependent random variables ⋮ Limit theorems for sums of dependent random variables ⋮ Convergence of certain functionals of integral fractional processes ⋮ Gaussian stochastic processes ⋮ Self-similar random fields ⋮ Central limit theorems for non-linear functionals of Gaussian fields ⋮ The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals ⋮ Limit theorems for the nonlinear functional of stationary Gaussian processes ⋮ Variance estimator for fractional diffusions with variance and drift depending on time ⋮ Rough homogenisation with fractional dynamics ⋮ On optimal block resampling for Gaussian-subordinated long-range dependent processes ⋮ Path properties of a generalized fractional Brownian motion ⋮ On the moving block bootstrap under long range dependence ⋮ SPECTRAL DENSITY ESTIMATION FROM NONLINEARLY OBSERVED DATA
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A strong convergence theorem for Banach space valued random variables
- The law of the iterated logarithm for Gaussian processes
- Expansions in Terms of Heat Polynomials and Associated Functions
- Weak convergence to fractional brownian motion and to the rosenblatt process
- Logarithmic Sobolev Inequalities
- [https://portal.mardi4nfdi.de/wiki/Publication:4084475 Convergence en loi et lois du logarithme it�r� pour les vecteurs gaussiens]
- Self-Similar Probability Distributions
- Moment Inequalities for the Maximum Cumulative Sum
- Transversals and matroid partition
- Fractional Brownian Motions, Fractional Noises and Applications
- On Strassen's version of the law of the iterated logarithm for Gaussian processes
- On the Symmetrized Kronecker Power of a Matrix and Extensions of Mehler’s Formula for Hermite Polynomials
This page was built for publication: Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence