Non-central limit theorems for quadratic functionals of Hermite-driven long memory moving average processes (Q4584279)
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scientific article; zbMATH DE number 6929101
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| English | Non-central limit theorems for quadratic functionals of Hermite-driven long memory moving average processes |
scientific article; zbMATH DE number 6929101 |
Statements
Non-central limit theorems for quadratic functionals of Hermite-driven long memory moving average processes (English)
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29 August 2018
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non-central limit theorems
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multiple Wiener-Itô integrals
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Hermite process
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Rosenblatt process
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Hermite Ornstein-Uhlenbeck process
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0.8776847720146179
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0.8566243648529053
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0.8269752860069275
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0.8041871190071106
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