Convergence of certain nonlinear transformations of a Gaussian sequence to self-similar processes

DOI10.1007/BF00968589MaRDI QIDQ594463zbMATH OpenFDO

Authors L. Giraitis

Publication date 1983

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00968589

zbMATH Keywords

long range dependencemultiple Ito integralnon- linear transformationself-similar processspectral density

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Gaussian processes (60G15)

Cites work

• Convergence of integrated processes of arbitrary Hermite rank
• Limit theorems for Fourier transforms of functionals of Gaussian sequences
• Multiple Wiener-Ito integrals. With applications to limit theorems
• Non-central limit theorems for non-linear functional of Gaussian fields
• On Lacunary Trigonometric Series

Cited in

(5)

• A generalized fractionally differencing approach in long-memory modeling
• Asymptotic behavior of functionals of cyclic long-range dependent random fields
• On location estimation for LARCH processes
• Non-central limit theorems and convergence rates
• Limit theorems for weighted functionals of cyclical long-range dependent random fields

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