Central limit theorems for non-linear functionals of Gaussian fields

Cites work

Convergence of integrated processes of arbitrary Hermite rank
scientific article; zbMATH DE number 3223993 (Why is no real title available?)
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

Cited in

(only showing first 100 items - show all)

Integrated functionals of normal and fractional processes
A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4
Central limit theorem for functionals of a linear process
A central limit theorem for non-instantaneous filters of a stationary Gaussian process
Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems
Convergence of normalized quadratic forms
Central limit theorems for quadratic forms with time-domain conditions
Stratified structure of the Universe and Burgers' equation -- a probabilistic approach
A central limit theorem for nonlinear functionals of stationary Gaussian vector processes
Limit theorems for functionals of moving averages
On the asymptotic distributions of partial sums of functionals of infinite-variance moving averages
Variance-type estimation of long memory
Limit theorems for the nonlinear functional of stationary Gaussian processes
Non-Gaussian scenarios for the heat equation with singular initial conditions
Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise
A new central limit theorem and decomposition for Gaussian polynomials, with an application to deterministic approximate counting
Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion
Quantitative central limit theorems of spherical sojourn times of isotropic Gaussian fields
Sensitivity of the Hermite rank
First-order Euler scheme for SDEs driven by fractional Brownian motions: the rough case
Random complex zeroes. I: Asymptotic normality
Stable limits of sums of bounded functions of long memory moving averages with finite variance
Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion
Whittle estimator for finite-variance non-Gaussian time series with long memory
Distributional limit theorems over a stationary Gaussian sequence of random vectors.
Non-linear functionals of the Brownian bridge and some applications.
The law of the iterated logarithm for non-instantaneous filters of strongly dependent Gaussian sequences
The empirical process of a short-range dependent stationary sequence under Gaussian subordination
New central limit theorems for functionals of Gaussian processes and their applications
Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context
Estimating self-similarity through complex variations
Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra
Modeling threshold exceedance probabilities of spatially correlated time series
Exact confidence intervals for the Hurst parameter of a fractional Brownian motion
Variations and Hurst index estimation for a Rosenblatt process using longer filters
Behavior of the Hermite sheet with respect to the Hurst index
Oscillating Gaussian processes
Reduction principle for functionals of strong-weak dependent vector random fields
Limit theorems for integral functionals of Hermite-driven processes
Total variation estimates in the Breuer-Major theorem
Approximation of Hilbert-valued gaussians on Dirichlet structures
Modeling temporally uncorrelated components of complex-valued stationary processes
Multivariate normal approximation on the Wiener space: new bounds in the convex distance
Generating diffusions with fractional Brownian motion
The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications
Optimal convergence rate of modified Milstein scheme for SDEs with rough fractional diffusions
Asymptotic behaviour of level sets of needlet random fields
Note on asymptotic behavior of spatial sign autocovariance matrices
Functional limit theorems for the fractional Ornstein-Uhlenbeck process
How does tempering affect the local and global properties of fractional Brownian motion?
Pathwise large deviations for white noise chaos expansions
Asymptotics of the cross-variation of Young integrals with respect to a general self-similar Gaussian process
A spectral approach to estimate the autocovariance function
Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation
On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes
Averaging Gaussian functionals
Continuous Breuer-Major theorem: tightness and nonstationarity
Parameter identification for the Hermite Ornstein-Uhlenbeck process
Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion
Reduction principle for functionals of vector random fields
Hurst function estimation
Rate of convergence for the weighted Hermite variations of the fractional Brownian motion
The probability of intransitivity in dice and close elections
Discrete rough paths and limit theorems
Asymptotic distributions for power variation of the solution to a stochastic heat equation
Non-universal fluctuations of the empirical measure for isotropic stationary fields on \(\mathbb{S}^2\times \mathbb{R} \)
Averaging 2D stochastic wave equation
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
Cross-correlations and joint gaussianity in multivariate level crossing models
Editorial for the special issue on uncertainty in the brain
Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos
The functional Breuer-Major theorem
An improved second-order Poincaré inequality for functionals of Gaussian fields
Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus
Anisotropic scaling limits of long-range dependent random fields
Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion
Two-step wavelet-based estimation for Gaussian mixed fractional processes
Berry-Esseen bounds in the Breuer-major CLT and Gebelein's inequality
Towards three-dimensional conformal probability
Variance estimator for fractional diffusions with variance and drift depending on time
Fluctuations of the power variation of fractional Brownian motion in Brownian time
Data driven smooth test of comparison for dependent sequences
Asymptotic behavior of mixed power variations and statistical estimation in mixed models
Stein meets Malliavin in normal approximation
Scaling transition for nonlinear random fields with long-range dependence
A CLT concerning critical points of random functions on a Euclidean space
Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion
Fluctuations of the increment of the argument for the Gaussian entire function
Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences
On inference based on the one-sample sign statistic for long-range dependent data
Hermite ranks and \(U\)-statistics
Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws
Asymptotic theory for Brownian semi-stationary processes with application to turbulence
Functional limit theorems for generalized quadratic variations of Gaussian processes
Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion
Invariance principles for non-isotropic long memory random fields
The increment ratio statistic
High-frequency asymptotics for subordinated stationary fields on an abelian compact group
Central limit theorems for multiple stochastic integrals and Malliavin calculus

This page was built for publication: Central limit theorems for non-linear functionals of Gaussian fields

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1054065)