A central limit theorem for non-instantaneous filters of a stationary Gaussian process
From MaRDI portal
Publication:1091664
DOI10.1016/0047-259X(87)90082-0zbMath0623.60037MaRDI QIDQ1091664
Publication date: 1987
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Signal detection and filtering (aspects of stochastic processes) (60G35)
Related Items
A unified approach to self-normalized block sampling, The law of the iterated logarithm for non-instantaneous filters of strongly dependent Gaussian sequences, A central limit theorem for nonlinear functionals of stationary Gaussian vector processes, Limit theorems for functionals of moving averages, Localized level crossing random walk test robust to the presence of structural breaks, Quantification of fracture roughness by change probabilities and Hurst exponents, Estimation of ordinal pattern probabilities in Gaussian processes with stationary increments, Wavelet variance analysis for gappy time series, Multiple Wiener-Itô integral expansions for level-crossing-count functionals, Measuring the roughness of random paths by increment ratios, Multipower variation for Brownian semistationary processes, How the instability of ranks under long memory affects large-sample inference, The memory of stochastic volatility models, Asymptotic normality for non-linear functionals of non-causal linear processes with summable weights, On Berry-Esseen bounds for non-instantaneous filters of linear processes, On a localization property of wavelet coefficients for processes with stationary increments, and applications. I. Localization with respect to shift, Central limit theorems for quadratic forms with time-domain conditions, A mixture-type limit theorem for nonlinear functions of Gaussian sequences
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Central limit theorems for non-linear functionals of Gaussian fields
- Multiple Wiener-Ito integrals. With applications to limit theorems
- A central limit theorem for the number of zeros of a stationary Gaussian process
- Convergence of integrated processes of arbitrary Hermite rank
- Non-central limit theorems for non-linear functional of Gaussian fields
- Asymptotic Normality of the Number of Crossings of Level Zero by a Gaussian Process