Functional non-central and central limit theorems for bivariate Appell polynomials (Q5939308)
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scientific article; zbMATH DE number 1625592
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional non-central and central limit theorems for bivariate Appell polynomials |
scientific article; zbMATH DE number 1625592 |
Statements
Functional non-central and central limit theorems for bivariate Appell polynomials (English)
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23 May 2002
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Functional limit theorems are derived for quadratic forms in bivariate Appell polynomials with strongly dependent time series. Some of these results are central limit theorems with Brownian motion as limit process, some are non-central with typically non-Gaussian limit.
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Appell polynomials
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non-central limit theorem
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long range
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