Limit theorems for non-linear functionals of Gaussian sequences
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Cites work
- scientific article; zbMATH DE number 3171470 (Why is no real title available?)
- scientific article; zbMATH DE number 3787766 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- A representation for self-similar processes
- Convergence of integrated processes of arbitrary Hermite rank
- Gaussian and their subordinates self-similar random generalized fields
- Multiple Wiener integral
- 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
(24)- Asymptotic theory for the detection of mixing in anomalous diffusion
- Limit theorems for filtered long-range dependent random fields
- On estimating the marginal distribution of a detrended series with long memory
- A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates
- Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process
- The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals
- ON ASYMPTOTICS OF FUNCTIONALS OF RANDOM FIELDS WITH LONG-RANGE DEPENDENCE
- Central limit theorems for non-linear functionals of Gaussian fields
- On the rate of convergence for central limit theorems of sojourn times of Gaussian fields
- A unified approach to self-normalized block sampling
- Two-sample \(U\)-statistic processes for long-range dependent data
- On a class of self-similar processes
- Self-similar random fields
- On local slope estimation in partial linear models under Gaussian subordination
- Generalized Hermite processes, discrete chaos and limit theorems
- CLT and other limit theorems for functionals of Gaussian processes
- Averaging Gaussian functionals
- The spatial sojourn time for the solution to the wave equation with moving time: central and non-central limit theorems
- Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation
- Two classes of self-similar stable processes with stationary increments
- Fluid heterogeneity detection based on the asymptotic distribution of the time-averaged mean squared displacement in single particle tracking experiments
- Remarks on limit theorems for nonlinear functionals of Gaussian sequences
- GLOBAL FLUCTUATIONS IN PHYSICAL SYSTEMS: A SUBTLE INTERPLAY BETWEEN SUM AND EXTREME VALUE STATISTICS
- Limit theorems for Fourier transforms of functionals of Gaussian sequences
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