Limit theorems for stochastic integrals with long memory processes

DOI10.1016/J.SPA.2026.104888MaRDI QIDQ6851234zbMATH OpenFDO

Authors Zhishui Hu, Han-Ying Liang, Qiying Wang

Publication date 27 February 2026

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPA.2026.104888

zbMATH Keywords

antipersistencelimit theoremslinear processlong memorysemi-martingalesshort memorystochastic integrals

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Generalizations of martingales (60G48) Stochastic integrals (60H05) Asymptotic properties of nonparametric inference (62G20)

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