On Convergence to Semi-Stable Gaussian Processes

DOI10.1137/1122060MaRDI QIDQ4169478zbMATH OpenOpenAlexFDO

Authors V. V. Gorodets'kyj

Publication date 1977

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1122060

Mathematics Subject Classification ID

Gaussian processes (60G15) Sums of independent random variables; random walks (60G50)

Cited in

(12)

• Regression model fitting with long memory errors
• Alternative forms of fractional Brownian motion
• Weak convergence of multivariate fractional processes
• Distribution theory for the Studentized mean for long, short, and negative memory time series
• On linear processes with dependent innovations
• The distance between rival nonstationary fractional processes
• Asymptotics for duration-driven long range dependent processes
• On a class of self-similar processes
• ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS
• Operator-Self-Similar Processes in a Finite-Dimensional Space
• Asymptotics of the sample mean and sample covariance of long-range-dependent series
• scientific article; zbMATH DE number 7132253 (Why is no real title available?)

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