Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions (Q2491852)

The paper provides an asymptotic result for the distribution of functionals of continuous Gaussian processes with long memory. The method of proof is based on characteristic functions, rather than on stochastic integrals. As an aplication the case of continuous regression where the error process follows a Gamma process with long-range dependence is considered.