Non-central limit theorems for quadratic functionals of Hermite-driven long memory moving average processes (Q4584279)
From MaRDI portal
scientific article; zbMATH DE number 6929101
Language | Label | Description | Also known as |
---|---|---|---|
English | Non-central limit theorems for quadratic functionals of Hermite-driven long memory moving average processes |
scientific article; zbMATH DE number 6929101 |
Statements
Non-central limit theorems for quadratic functionals of Hermite-driven long memory moving average processes (English)
0 references
29 August 2018
0 references
non-central limit theorems
0 references
multiple Wiener-Itô integrals
0 references
Hermite process
0 references
Rosenblatt process
0 references
Hermite Ornstein-Uhlenbeck process
0 references
0 references
0 references
0 references