Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes (Q491694)
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| English | Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes |
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Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes (English)
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19 August 2015
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functional limit theorems
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stationary Gaussian processes
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Toeplitz-type quadratic functionals
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central limit theorem
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noncentral limit theorem
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Brownian motion
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long-range dependence
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Wiener-Itō integral
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0.8910796046257019
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0.8553711175918579
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0.8355109095573425
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0.8289258480072021
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