Limit theorems for the nonlinear functional of stationary Gaussian processes
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Publication:1599236
DOI10.1006/jmva.2001.1986zbMath1016.60021OpenAlexW2042076461MaRDI QIDQ1599236
Publication date: 27 July 2003
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.2001.1986
Gaussian processesempirical processesfunctional central limit theoremsweakly dependent processesRosenthal type inequalities
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- Weak convergence for weighted empirical processes of dependent sequences
- Central limit theorems for non-linear functionals of Gaussian fields
- Invariance principles for absolutely regular empirical processes
- Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
- The empirical process of a short-range dependent stationary sequence under Gaussian subordination
- Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
- Convergence of integrated processes of arbitrary Hermite rank
- Non-central limit theorems for non-linear functional of Gaussian fields
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