Multiple Wiener-Ito integrals. With applications to limit theorems
From MaRDI portal
Publication:1148049
zbMath0451.60002MaRDI QIDQ1148049
Publication date: 1981
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Gaussian processes (60G15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Generalized stochastic processes (60G20) Stochastic integrals (60H05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items
Invariant measures for generalized Langevin equations in conuclear spaces, Non-Gaussian scenarios for the heat equation with singular initial conditions, Marginal distributions of self-similar processes with stationary increments, Distributional limit theorems over a stationary Gaussian sequence of random vectors., Stationary self-similar random fields on the integer lattice., On weighted \(U\)-statistics for stationary processes., Estimation of fractal dimension for a class of non-Gaussian stationary processes and fields., Necessary and sufficient conditions for a second-order Wiener-Itô integral process to be mixing, Unnamed Item, Noncentral convergence of multiple integrals, A central limit theorem for non-instantaneous filters of a stationary Gaussian process, Stein's method on Wiener chaos, Stratified structure of the Universe and Burgers' equation -- a probabilistic approach, Parametric estimation of long memory multivariate Gaussian random fields, The law of the iterated logarithm for non-instantaneous filters of strongly dependent Gaussian sequences, An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series, Distribution and moment convergence of martingales, Unnamed Item, A central limit theorem for nonlinear functionals of stationary Gaussian vector processes, Limit theorems for supercritical branching random fields with immigration, Wiener integrals, Malliavin calculus and covariance measure structure, Some self-similar processes related to local times, Distant long-range dependent sums and regression estimation, Spherical level-crossing measures for chi-square random fields, Stochastic integrals: A combinatorial approach, Properties and numerical evaluation of the Rosenblatt distribution, Convergence of certain nonlinear transformations of a Gaussian sequence to self-similar processes, A CLT concerning critical points of random functions on a Euclidean space, Hermite polynomial expansion for non-smooth functionals of stationary Gaussian processes: Crossings and extremes, Asymptotic normality of regression estimators with long memory errors, Asymptotic theory for curve-crossing analysis, On spline regression under Gaussian subordination with long memory, On distance in total variation between image measures, Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory, Multiple stochastic integrals constructed by special expansions of products of the integrating stochastic processes, Hausdorff and packing dimensions of the images of random fields, On \(\mathbb L_2\)-structure of bilinear models on \(\mathbb Z^d\), Multi-scaling limits for time-fractional relativistic diffusion equations with random initial data, Bispectrum and a non-linear model for a non-Gaussian homogenous and isotropic field in 3D, Multiple Wiener-Itô integral expansions for level-crossing-count functionals, Sojourns of multidimensional Gaussian random fields with dependent components, Wigner chaos and the fourth moment, Generalized Hermite processes, discrete chaos and limit theorems, Some convergence results on quadratic forms for random fields and application to empirical covariances, Multivariate limits of multilinear polynomial-form processes with long memory, Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors, Limiting theorems for sojourn measures in domains of vector-valued Gaussian random fields, Central limit theorem for polynomial forms. I, Long-range dependence in third order and bispectrum singularity, On stationarity and second-order properties of bilinear random fields, Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence, On almost sure noncentral limit theorems, Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes, Tauberian and Abelian theorems for correlation function of a homogeneous isotropic random field, Sample path properties of bifractional Brownian motion, Stationarity in fourth order and the marginal bispectrum for bilinear models with Gaussian residuals, Covariances Estimation for Long-Memory Processes, Long-range dependence and Appell rank, Large scale reduction principle and application to hypothesis testing, Marginal density estimation for linear processes with cyclical long memory, Asymptotic expansions for functions of the increments of certain Gaussian processes, On bifractional Brownian motion, On the characteristics of a class of Gaussian processes within the white noise space setting, Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences, Central limit theorems for sequences of multiple stochastic integrals, Stochastic integrals and evolution equations with Gaussian random fields, Sharp estimation of the almost-sure Lyapunov exponent for the Anderson model in continuous space, Studies of information quantities and information geometry of higher order cumulant spaces, Mean integrated squared error of nonlinear wavelet-based estimators with long memory data, Limit theorems for long-memory flows on Wiener chaos, KPZ equation, its renormalization and invariant measures, Optimal bounds in non-Gaussian limit theorems for \(U\)-statistics, The nature of discrete second-order self-similarity, Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems, Limit theorem for polynomials of a linear process with long-range dependence, Second-order properties for multiple-bilinear models, Limit theorems for sojourn measures in domains of vector-valued Gaussian random fields, On the asymptotic expansion of the empirical process of long-memory moving averages, On central and non-central limit theorems in density estimation for sequences of long-range dependence, Frequency-domain estimation of continuous-time bilinear processes, Some central limit theorems for Markov paths and some properties of Gaussian random fields, Scaling laws for fractional diffusion-wave equations with singular data, Estimation of local anisotropy based on level sets, Bilinear stochastic systems with fractional Brownian motion input, Increasing domain asymptotics for the first Minkowski functional of spherical random fields, Self-similar random fields, Non-parametric estimation of the long-range dependence exponent for Gaussian processes, The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals, On the Bahadur representation of sample quantiles for dependent sequences, Scaling limits for point random fields, Generalized continuous time random walks and Hermite processes, Asymptotic behaviour of level sets of needlet random fields, Variance estimator for fractional diffusions with variance and drift depending on time, A mixture-type limit theorem for nonlinear functions of Gaussian sequences, Convergence to a Gaussian limit as the normalization exponent tends to 1/2, On autocorrelation estimation in mixed-spectrum Gaussian processes, Benoît Mandelbrot and fractional Brownian motion, On the multiple stable integral, Remarks on limit theorems for nonlinear functionals of Gaussian sequences, CLT and other limit theorems for functionals of Gaussian processes, Sojourn functionals for spatiotemporal Gaussian random fields with long memory, QFT, RG, and All That, for Mathematicians, Evolutionary transfer functions solution for continuous–time bilinear stochastic processes with time-varying coefficients., On asymptotics of discretized functionals of long-range dependent functional data, Spectral analysis for GARCH processes through a bilinear representation, Central and Noncentral Limit Theorems Arising from the Scattering Transform and Its Neural Activation Generalization, Generalized Wiener–Hermite integrals and rough non-Gaussian Ornstein–Uhlenbeck process, Estimating the Mean Direction of Strongly Dependent Circular Time Series, Non-central limit theorems for functionals of random fields on hypersurfaces, Particle picture representation of the non-symmetric Rosenblatt process and Hermite processes of any order, Wavelet-based estimators of multivariable mean regression function with long-memory data, Second-order behavior of M-estimators in linear regression with long-memory errors, Asymptotics for theLp-deviation of the variance estimator under diffusion, Two‐stage U‐statistics for Hypothesis Testing, Fractional random fields associated with stochastic fractional heat equations, Moment bounds and central limit theorem for functions of Gaussian vectors, The linear stochastic heat equation with Hermite noise, Polynomial Trend Regression With Long‐memory Errors, On a localization property of wavelet coefficients for processes with stationary increments, and applications. I. Localization with respect to shift, On LSE in regression model for long-range dependent random fields on spheres, Multi-scaling limits for relativistic diffusion equations with random initial data, Strongly correlated random fields as observed by a random walker, Exponential Inequalities for the Distribution Tails of Multiple Stochastic Integrals with Respect to Gaussian Integrating Processes
