Non-central limit theorems for non-linear functional of Gaussian fields

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 3567695 (Why is no real title available?)
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The \(P(\phi )_{2}\) Euclidean (quantum) field theory.
Weak convergence to fractional brownian motion and to the rosenblatt process

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Weighted averages and local polynomial estimation for fractional linear ARCH processes
Integrated functionals of normal and fractional processes
Memory parameter estimation for long range dependent random fields
Asymptotic properties of nonparametric regression for long memory random fields
Gaussian stochastic processes
Central limit theorems for non-linear functionals of Gaussian fields
The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals
Asymptotic distribution of spectral estimates of Ito-Wiener integrals
Central limit theorem for functionals of a linear process
Remarks on limit theorems for nonlinear functionals of Gaussian sequences
Some sojourn time problems for 2-dimensional Gaussian processes
A central limit theorem for non-instantaneous filters of a stationary Gaussian process
Limit distributions of characteristics of exceeding a level by a Gaussian field
Limit distributions of certain functionals of homogeneous isotropic Gaussian fields with strong dependency
Spatially homogeneous random evolutions
Local times of stochastic processes with positive definite bivariate densities
Some properties of multiple Ito integrals
Regular multigraphs and their application to the Monte Carlo evaluation of moments of non-linear functions of Gaussian random variables
Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence
On almost sure noncentral limit theorems
Tauberian and Abelian theorems for correlation function of a homogeneous isotropic random field
Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems
On central and non-central limit theorems in density estimation for sequences of long-range dependence
Long- and short-range dependent sequences under exponential subordination
Regression model fitting with long memory errors
Alternative forms of fractional Brownian motion
Convergence of normalized quadratic forms
Non-parametric estimation of the long-range dependence exponent for Gaussian processes
Central limit theorem for the empirical process of a linear sequence with long memory
On extremal theory for self-similar processes
On the moving block bootstrap under long range dependence
Semiparametric estimation from time series with long-range dependence
Stratified structure of the Universe and Burgers' equation -- a probabilistic approach
On the limit distribution of the correlogram of a stationary Gaussian process with weak decrease in correlation
A central limit theorem for nonlinear functionals of stationary Gaussian vector processes
Limit theorems for functionals of moving averages
Asymptotic results for long memory LARCH sequences
Asymptotic properties of LSE of regression coefficients on singular random fields observed on a sphere
On the asymptotic distributions of partial sums of functionals of infinite-variance moving averages
Scaling laws for fractional diffusion-wave equations with singular data
On the exactness of normal approximation of LSE of regression coefficient of long-memory random fields
On the rate of convergence to the normal law for solutions of the Burgers equation with singular initial data.
Variance-type estimation of long memory
Limit theorem for the statistical solution of Burgers equation
Limit theorems for the nonlinear functional of stationary Gaussian processes
Local linear regression estimation for time series with long-range dependence
Non-Gaussian scenarios for the heat equation with singular initial conditions
Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion
Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors
Sensitivity of the Hermite rank
Convolved subsampling estimation with applications to block bootstrap
Asymptotics of estimates in constrained nonlinear regression with long-range dependent innova\-tions
Stable limits of sums of bounded functions of long memory moving averages with finite variance
Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory
Asymptotic normality for non-linear functionals of non-causal linear processes with summable weights
Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion
Exact parabolic asymptotics for singular n-D Burgers' random fields: Gaussian approximation
Whittle estimator for finite-variance non-Gaussian time series with long memory
A note on Rosenblatt distributions
On the asymptotic expansion of the empirical process of long-memory moving averages
Distributional limit theorems over a stationary Gaussian sequence of random vectors.
Asymptotics of empirical processes of long memory moving averages with infinite variance.
Estimation of fractal dimension for a class of non-Gaussian stationary processes and fields.
Distant long-range dependent sums and regression estimation
The empirical process of a short-range dependent stationary sequence under Gaussian subordination
Asymptotics for the local time of a strongly dependent vector-valued Gaussian random field
Linear SPDEs driven by stationary random distributions
Asymptotic behavior of weakly dependent aggregated processes
Asymptotic behavior of functionals of cyclic long-range dependent random fields
Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra
The V/S test of long-range dependence in random fields
Variations and Hurst index estimation for a Rosenblatt process using longer filters
Scaling limits of linear random fields on \(\mathbb{Z}^2\) with general dependence axis
On multivariate fractional random fields: tempering and operator-stable laws
Behavior of the Hermite sheet with respect to the Hurst index
Convergence of long-memory discrete \(k\)th order Volterra processes
Oscillating Gaussian processes
Comparing the marginal densities of two strictly stationary linear processes
Reduction principle for functionals of strong-weak dependent vector random fields
Limit theorems for integral functionals of Hermite-driven processes
Modeling temporally uncorrelated components of complex-valued stationary processes
Generating diffusions with fractional Brownian motion
Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process
Rough homogenisation with fractional dynamics
Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process
On optimal block resampling for Gaussian-subordinated long-range dependent processes
On nonparametric regression for bivariate circular long-memory time series
Limit theorems for conservative flows on multiple stochastic integrals
Parametric estimation of long memory multivariate Gaussian random fields
A stochastic calculus for Rosenblatt processes
Estimation of \(\alpha, \beta\) and portfolio weights in a pure-jump model with long memory in volatility
The least squares estimator for an Ornstein-Uhlenbeck process driven by a Hermite process with a periodic mean
Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation
On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes
From directed polymers in spatial-correlated environment to stochastic heat equations driven by fractional noise in \(1 + 1\) dimensions
Exponential behavior of neutral impulsive stochastic integro-differential equations driven by Poisson jumps and Rosenblatt process
Averaging Gaussian functionals
Continuous Breuer-Major theorem: tightness and nonstationarity
Lower bound for local oscillations of Hermite processes
Method for estimating the Hurst exponent of fractional Brownian motion

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