Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence

DOI10.1007/BF01321134zbMath0736.60035MaRDI QIDQ1175664

Murad S. Taqqu, Norma Terrin

Publication date: 25 June 1992

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Appell polynomials; moving average; multiple Itô-Wiener integral

Mathematics Subject Classification ID

60G10: Stationary stochastic processes

60H05: Stochastic integrals

60F99: Limit theorems in probability theory

Related Items

Convergence to a Gaussian limit as the normalization exponent tends to 1/2, Limit theorems for Toeplitz quadratic functionals of continuous-time stationary processes, Asymptotic normality of regression estimators with long memory errors, Convergence of normalized quadratic forms, An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series, On the limit distribution of the correlogram of a stationary Gaussian process with weak decrease in correlation, Estimating fractional cointegration in the presence of polynomial trends

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