Limit theorems for Fourier transforms of functionals of Gaussian sequences

DOI10.1007/BF00535155MaRDI QIDQ3893040zbMATH OpenOpenAlexFDO

Authors Murray Rosenblatt

Publication date 1981

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00535155

zbMATH Keywords

nonlinear functions of stationary Gaussian sequences

Mathematics Subject Classification ID

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

Cites work

• Gaussian and their subordinates self-similar random generalized fields
• scientific article; zbMATH DE number 3171470 (Why is no real title available?)
• scientific article; zbMATH DE number 3502569 (Why is no real title available?)
• Limit theorems for non-linear functionals of Gaussian sequences
• Non-central limit theorems for non-linear functional of Gaussian fields
• Some limit theorems for partial sums of quadratic forms in stationary Gaussian variables
• Weak convergence to fractional brownian motion and to the rosenblatt process

Cited in

(26)

• Central limit theorems for non-linear functionals of Gaussian fields
• Remarks on limit theorems for nonlinear functionals of Gaussian sequences
• Asymptotic normality of finite Fourier transforms of stationary generalized processes
• Rates of convergence and optimal spectral bandwidth for long range dependence
• Stratified structure of the Universe and Burgers' equation -- a probabilistic approach
• A generalized fractionally differencing approach in long-memory modeling
• Asymptotic behavior of functionals of cyclic long-range dependent random fields
• Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra
• Central limit theorem for Fourier transforms of stationary processes
• Averaging Gaussian functionals
• General limit distributions for sums of random variables with a matrix product representation
• Functional limit theorems for generalized variations of the fractional Brownian sheet
• Weak convergence of weighted additive functionals of long-range dependent fields
• GLOBAL FLUCTUATIONS IN PHYSICAL SYSTEMS: A SUBTLE INTERPLAY BETWEEN SUM AND EXTREME VALUE STATISTICS
• CLT and other limit theorems for functionals of Gaussian processes
• Non-central limit theorems and convergence rates
• Fourier transforms of stationary processes
• Limit theorems for weighted functionals of cyclical long-range dependent random fields
• Limit theorems for filtered long-range dependent random fields
• Estimation of harmonic component in regression with cyclically dependent errors
• Convergence of certain nonlinear transformations of a Gaussian sequence to self-similar processes
• Quenched limit theorems for Fourier transforms and periodogram
• Estimation for a class of nonstationary processes
• Limit theorem for polynomials of a linear process with long-range dependence
• Self-similar random fields
• Zones of attraction of self-similar multiple integrals

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