Non-central limit theorems for non-linear functional of Gaussian fields
From MaRDI portal
Publication:4181035
DOI10.1007/BF00535673zbMath0397.60034WikidataQ101189874 ScholiaQ101189874MaRDI QIDQ4181035
Péter Major, Roland Lvovich Dobrushin
Publication date: 1979
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Related Items (only showing first 100 items - show all)
Local linear regression estimation for time series with long-range dependence ⋮ Non-Gaussian scenarios for the heat equation with singular initial conditions ⋮ Scaling transition for nonlinear random fields with long-range dependence ⋮ On nonparametric regression for bivariate circular long-memory time series ⋮ Distributional limit theorems over a stationary Gaussian sequence of random vectors. ⋮ An optimal approximation of Rosenblatt sheet by multiple Wiener integrals ⋮ Asymptotics of empirical processes of long memory moving averages with infinite variance. ⋮ Estimation of fractal dimension for a class of non-Gaussian stationary processes and fields. ⋮ Limit theorems for conservative flows on multiple stochastic integrals ⋮ Semiparametric estimation from time series with long-range dependence ⋮ Stratified structure of the Universe and Burgers' equation -- a probabilistic approach ⋮ Parametric estimation of long memory multivariate Gaussian random fields ⋮ On the limit distribution of the correlogram of a stationary Gaussian process with weak decrease in correlation ⋮ A central limit theorem for nonlinear functionals of stationary Gaussian vector processes ⋮ A stochastic calculus for Rosenblatt processes ⋮ Estimation of \(\alpha, \beta\) and portfolio weights in a pure-jump model with long memory in volatility ⋮ The least squares estimator for an Ornstein-Uhlenbeck process driven by a Hermite process with a periodic mean ⋮ Distant long-range dependent sums and regression estimation ⋮ Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation ⋮ The empirical process of a short-range dependent stationary sequence under Gaussian subordination ⋮ Asymptotics for the local time of a strongly dependent vector-valued Gaussian random field ⋮ On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes ⋮ From directed polymers in spatial-correlated environment to stochastic heat equations driven by fractional noise in \(1 + 1\) dimensions ⋮ Limit theorems for functionals of moving averages ⋮ Exponential behavior of neutral impulsive stochastic integro-differential equations driven by Poisson jumps and Rosenblatt process ⋮ Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion ⋮ Anisotropic scaling limits of long-range dependent linear random fields on \(\mathbb{Z}^3\) ⋮ Averaging Gaussian functionals ⋮ Continuous Breuer-Major theorem: tightness and nonstationarity ⋮ Lower bound for local oscillations of Hermite processes ⋮ Linear SPDEs driven by stationary random distributions ⋮ Method for estimating the Hurst exponent of fractional Brownian motion ⋮ Reduction principle for functionals of vector random fields ⋮ A functional non-central limit theorem for multiple-stable processes with long-range dependence ⋮ Distribution of levels in high-dimensional random landscapes ⋮ Asymptotic behavior of weakly dependent aggregated processes ⋮ Asymptotic behavior of functionals of cyclic long-range dependent random fields ⋮ Asymptotic results for long memory LARCH sequences ⋮ Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra ⋮ The V/S test of long-range dependence in random fields ⋮ Variations and Hurst index estimation for a Rosenblatt process using longer filters ⋮ Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors ⋮ On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos ⋮ Asymptotic properties of LSE of regression coefficients on singular random fields observed on a sphere ⋮ Sensitivity of the Hermite rank ⋮ Discrete rough paths and limit theorems ⋮ Convolved subsampling estimation with applications to block bootstrap ⋮ Scaling transition and edge effects for negatively dependent linear random fields on \(\mathbb{Z}^2\) ⋮ Asymptotic distributions for power variation of the solution to a stochastic heat equation ⋮ Scaling limits of linear random fields on \(\mathbb{Z}^2\) with general dependence axis ⋮ Non-universal fluctuations of the empirical measure for isotropic stationary fields on \(\mathbb{S}^2\times \mathbb{R} \) ⋮ Asymptotic distributions for power variations of the solution to the spatially colored stochastic heat equation ⋮ On multivariate fractional random fields: tempering and operator-stable laws ⋮ Behavior of the Hermite sheet with respect to the Hurst index ⋮ On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data ⋮ Asymptotics of estimates in constrained nonlinear regression with long-range dependent innova\-tions ⋮ Stable limits of sums of bounded functions of long memory moving averages with finite variance ⋮ Asymptotic expansions for functions of the increments of certain Gaussian processes ⋮ Convergence of long-memory discrete \(k\)th order Volterra processes ⋮ Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory ⋮ Optimal rates for parameter estimation of stationary Gaussian processes ⋮ Oscillating Gaussian processes ⋮ Asymptotic normality for non-linear functionals of non-causal linear processes with summable weights ⋮ Comparing the marginal densities of two strictly stationary linear processes ⋮ Reduction principle for functionals of strong-weak dependent vector random fields ⋮ Existence and exponential stability for neutral stochastic integro-differential equations with impulses driven by a Rosenblatt process ⋮ Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion ⋮ Limit theorems for integral functionals of Hermite-driven processes ⋮ Limit theorems for long-memory flows on Wiener chaos ⋮ Exact parabolic asymptotics for singular \(n\)-D Burgers' random fields: Gaussian approximation ⋮ Whittle estimator for finite-variance non-Gaussian time series with long memory ⋮ A note on Rosenblatt distributions ⋮ On fractional Lévy processes: tempering, sample path properties and stochastic integration ⋮ Anisotropic scaling limits of long-range dependent random fields ⋮ On the asymptotic expansion of the empirical process of long-memory moving averages ⋮ Modeling temporally uncorrelated components of complex-valued stationary processes ⋮ Two-step wavelet-based estimation for Gaussian mixed fractional processes ⋮ On the asymptotic distributions of partial sums of functionals of infinite-variance moving averages ⋮ Scaling laws for fractional diffusion-wave equations with singular data ⋮ On the exactness of normal approximation of LSE of regression coefficient of long-memory random fields ⋮ On rate of convergence in non-central limit theorems ⋮ Generating diffusions with fractional Brownian motion ⋮ Convergence of normalized quadratic forms ⋮ Non-parametric estimation of the long-range dependence exponent for Gaussian processes ⋮ Central limit theorem for the empirical process of a linear sequence with long memory ⋮ On the rate of convergence to the normal law for solutions of the Burgers equation with singular initial data. ⋮ On extremal theory for self-similar processes ⋮ Variance-type estimation of long memory ⋮ Limit theorem for the statistical solution of Burgers equation ⋮ Scaling transition for long-range dependent Gaussian random fields ⋮ Generalized continuous time random walks and Hermite processes ⋮ Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process ⋮ Limit theorems for the nonlinear functional of stationary Gaussian processes ⋮ Rough homogenisation with fractional dynamics ⋮ Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process ⋮ Data driven smooth test of comparison for dependent sequences ⋮ Asymptotic behavior of mixed power variations and statistical estimation in mixed models ⋮ On optimal block resampling for Gaussian-subordinated long-range dependent processes ⋮ Weak convergence to Rosenblatt sheet ⋮ On the moving block bootstrap under long range dependence
Cites Work
This page was built for publication: Non-central limit theorems for non-linear functional of Gaussian fields