Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes (Q5965369)
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scientific article; zbMATH DE number 6549080
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes |
scientific article; zbMATH DE number 6549080 |
Statements
Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes (English)
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3 March 2016
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central limit theorem
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Toeplitz type quadratic functional
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Lévy process
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Brownian motion
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long memory
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Teugels martingale
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Wiener-Itō integral
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