CLT and other limit theorems for functionals of Gaussian processes
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Cited in
(97)- Asymptotic theory for the detection of mixing in anomalous diffusion
- Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion
- Behaviour of skewness, kurtosis and normality tests in long memory data
- Limit theorems for aggregated linear processes
- Polynomial Cointegration Between Stationary Processes With Long Memory
- Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data
- On Weak Convergence in Dynamical Systems to Self-Similar Processes with Spectral Representation
- Central limit theorem for Lipschitz-Killing curvatures of excursion sets of Gaussian random fields
- Surface estimation under local stationarity
- Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
- Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory
- Limit theorems for functionals of moving averages
- Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion
- Scaling transition for nonlinear random fields with long-range dependence
- scientific article; zbMATH DE number 4026445 (Why is no real title available?)
- AN INTRODUCTION TO THE THEORY OF SELF-SIMILAR STOCHASTIC PROCESSES
- Stein's method on Wiener chaos
- Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-bifractional Brownian motion
- Wavelet variance analysis for gappy time series
- The V/S test of long-range dependence in random fields
- Asymptotic distributions for power variation of the solution to a stochastic heat equation
- Almost sure central limit theorems on the Wiener space
- On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data
- On rate of convergence in non-central limit theorems
- Variance-type estimation of long memory
- Functional limit theorems for generalized variations of the fractional Brownian sheet
- Long- and short-range dependent sequences under exponential subordination
- On almost sure noncentral limit theorems
- Central and non-central limit theorems for weighted power variations of fractional Brownian motion
- Identification of Persistent Cycles in Non-Gaussian Long-Memory Time Series
- Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems
- Generalized grey Brownian motion local time: existence and weak approximation
- On the rate of convergence for central limit theorems of sojourn times of Gaussian fields
- Quantitative Breuer-Major theorems
- scientific article; zbMATH DE number 4066023 (Why is no real title available?)
- Power variation of some integral fractional processes
- On a CLT for Gibbs fields and its functional version.
- Computation of spatial Gini coefficients
- Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\)
- Central limit theorem for nonlinear transforms of Gaussian random vector fields
- Noncentral convergence of multiple integrals
- On inference based on the one-sample sign statistic for long-range dependent data
- Asymptotic distributions for power variations of the solution to the spatially colored stochastic heat equation
- Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion
- Multivariate normal approximation using Stein's method and Malliavin calculus
- Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion
- Long-range dependence and Appell rank
- Stable convergence of multiple Wiener--Itô integrals
- An I(d) model with trend and cycles
- Convergence of certain functionals of integral fractional processes
- Statistical tests of distributional scaling properties for financial return series
- Whittle estimator for finite-variance non-Gaussian time series with long memory
- Convergence of normalized quadratic forms
- Almost sure limit theorems on Wiener chaos: the non-central case
- Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
- KOLMOGOROV DISTANCE FOR MULTIVARIATE NORMAL APPROXIMATION
- The empirical process of a short-range dependent stationary sequence under Gaussian subordination
- Density convergence in the Breuer-Major theorem for Gaussian stationary sequences
- Asymptotic behavior of mixed power variations and statistical estimation in mixed models
- High-frequency asymptotics for subordinated stationary fields on an abelian compact group
- On local slope estimation in partial linear models under Gaussian subordination
- Central limit theorems for sequences of multiple stochastic integrals
- Kolmogorov distance for the central limit theorems of the Wiener chaos expansion and applications
- Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation
- Comparison of non-parametric and semi-parametric tests in detecting long memory
- ON M‐Estimation Under Long‐Range Dependence in Volatility
- Asymptotic behaviour for quadratic variations of non-Gaussian multiparameter Hermite random fields
- Functional limit theorems for the increments of Gaussian samples
- Properties of nonlinear transformations of fractionally integrated processes.
- Weighted averages and local polynomial estimation for fractional linear ARCH processes
- Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion
- Appell systems on Lie groups
- Long-memory property of nonlinear transformations of break processes
- Minimum distance lack-of-fit tests under long memory errors
- Asymptotic behavior of weakly dependent aggregated processes
- Asymptotic behavior of functionals of cyclic long-range dependent random fields
- Central limit theorem for polynomial forms. I
- Quantitative central limit theorems of spherical sojourn times of isotropic Gaussian fields
- The spatial sojourn time for the solution to the wave equation with moving time: central and non-central limit theorems
- On estimating the cumulant generating function of linear processes
- Hermite variations of the fractional Brownian sheet
- Central limit theorem for functionals of a linear process
- Crank-Nicolson scheme for stochastic differential equations driven by fractional Brownian motions
- On location estimation for LARCH processes
- The increment ratio statistic
- Fluid heterogeneity detection based on the asymptotic distribution of the time-averaged mean squared displacement in single particle tracking experiments
- Cumulants on the Wiener space
- Non-central limit theorems and convergence rates
- Central limit theorems for quadratic forms with time-domain conditions
- Limit theorems for nonlinear functionals of Volterra processes via white noise analysis
- Remarks on limit theorems for nonlinear functionals of Gaussian sequences
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- First-order Euler scheme for SDEs driven by fractional Brownian motions: the rough case
- A note on central limit theorem for Toeplitz type quadratic forms in stationary Gaussian variables
- Limit theorems for weighted functionals of cyclical long-range dependent random fields
- Memory properties of transformations of linear processes
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