Central limit theorems for non-linear functionals of Gaussian fields

Cites work

scientific article; zbMATH DE number 3223993 (Why is no real title available?)
Convergence of integrated processes of arbitrary Hermite rank
Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
Limit theorems for Fourier transforms of functionals of Gaussian sequences
Limit theorems for non-linear functionals of Gaussian sequences
Non-central limit theorems for non-linear functional of Gaussian fields
Weak convergence to fractional brownian motion and to the rosenblatt process

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A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates
Sojourn measures of Student and Fisher-Snedecor random fields
Non-central limit theorem of the weighted power variations of Gaussian processes
Gaussian scenario for the heat equation with quadratic potential and weakly dependent data with applications
Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders
A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
Note on asymptotic behavior of spatial sign autocovariance matrices
Surface estimation under local stationarity
On the distribution and \(q\)-variation of the solution to the heat equation with fractional Laplacian
MULTIVARIATE LIMIT THEOREMS IN THE CONTEXT OF LONG‐RANGE DEPENDENCE
Multi-scaling limits for time-fractional relativistic diffusion equations with random initial data
Towards three-dimensional conformal probability
Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process
A strong convergence to the Rosenblatt process
Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory
Limit theorems for functionals of moving averages
Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion
WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
Measuring the roughness of random paths by increment ratios
Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion
Quantitative bounds in the central limit theorem for \(m\)-dependent random variables
When scattering transform meets non-Gaussian random processes, a double scaling limit result
Short-range dependent processes subordinated to the Gaussian may not be strong mixing
Scaling transition for nonlinear random fields with long-range dependence
An asymptotic formula for the variance of the number of zeroes of a stationary Gaussian process
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Invariance principles for non-isotropic long memory random fields
Sensitivity of the Hermite rank
AN INTRODUCTION TO THE THEORY OF SELF-SIMILAR STOCHASTIC PROCESSES
On non-standard limits of Brownian semi-stationary processes
Stein's method on Wiener chaos
Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-bifractional Brownian motion
Non-universal fluctuations of the empirical measure for isotropic stationary fields on \(\mathbb{S}^2\times \mathbb{R} \)
Moment bounds and central limit theorem for functions of Gaussian vectors
\(M\)-estimation of wavelet variance
Wavelet variance analysis for gappy time series
How does tempering affect the local and global properties of fractional Brownian motion?
Rate of convergence in the Breuer-Major theorem via chaos expansions
Asymptotic distributions for power variation of the solution to a stochastic heat equation
Almost sure central limit theorems on the Wiener space
Variance-type estimation of long memory
Spatial scalings for randomly initialized heat and Burgers equations with quadratic potentials
Spectral central limit theorem for additive functionals of isotropic and stationary Gaussian fields
Generalization of the Nualart-Peccati criterion
Functional limit theorems for generalized variations of the fractional Brownian sheet
Fisher information and the fourth moment theorem
On the asymptotic distributions of partial sums of functionals of infinite-variance moving averages
Limits for weighted \(p\)-variations and likewise functionals of fractional diffusions with drift
Behavior of the Hermite sheet with respect to the Hurst index
Estimating the Hurst parameter
Central and non-central limit theorems for weighted power variations of fractional Brownian motion
Generating diffusions with fractional Brownian motion
\(L^p\)-variations for multifractal fractional random walks
Functional limit theorems for generalized quadratic variations of Gaussian processes
The optimal fourth moment theorem
\(p\)th moment stability of fractional stochastic differential inclusions via resolvent operators driven by the Rosenblatt process and Poisson jumps with impulses
Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems
Change point in variance of fractionally integrated noise
Generalized grey Brownian motion local time: existence and weak approximation
Integrated functionals of normal and fractional processes
Multi-scaling limits for relativistic diffusion equations with random initial data
Stratified structure of the Universe and Burgers' equation -- a probabilistic approach
Normal approximation on a finite Wiener chaos
Continuous Breuer-Major theorem for vector valued fields
The law of the iterated logarithm for non-instantaneous filters of strongly dependent Gaussian sequences
A unified approach to self-normalized block sampling
Quantitative Breuer-Major theorems
Power variation of some integral fractional processes
Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion
On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields
Computation of spatial Gini coefficients
The theory of Wiener-Itô integrals in vector-valued Gaussian stationary random fields. II
Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences
Limit theorems for the nonlinear functional of stationary Gaussian processes
Central limit theorems for multiple Skorokhod integrals
Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\)
Non-Gaussian scenarios for the heat equation with singular initial conditions
Estimation of harmonic component in regression with cyclically dependent errors
Central limit theorem for nonlinear transforms of Gaussian random vector fields
Noncentral convergence of multiple integrals
Fourth moment theorem and \(q\)-Brownian chaos
On inference based on the one-sample sign statistic for long-range dependent data
Gaussian and non-Gaussian processes of zero power variation
Asymptotic distributions for power variations of the solution to the spatially colored stochastic heat equation
Pathwise large deviations for white noise chaos expansions
Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion
Oscillating Gaussian processes
A total variation version of Breuer-Major central limit theorem under \(\mathbb{D}^{1, 2}\) assumption
Fluctuations of polyspectra in spherical and Euclidean random wave models
A spectral approach to estimate the autocovariance function
Multivariate normal approximation using Stein's method and Malliavin calculus
Distributional limit theorems over a stationary Gaussian sequence of random vectors.
Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation
Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion
Long-range dependence and Appell rank

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