Noncentral limit theorem for the generalized Hermite process

DOI10.1214/17-ECP99zbMath1386.60190arXiv1705.02377OpenAlexW3101535102MaRDI QIDQ1689829

David Nualart, Denis R. Bell

Publication date: 18 January 2018

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.02377

zbMATH Keywords

Rosenblatt processSkorokhod integralmultiple stochastic integralsHermite processcentral and noncentral limit theorems

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (6)

Non symmetric Rosenblatt process over a compact ⋮ Behavior of the Hermite sheet with respect to the Hurst index ⋮ Limit theorems for integral functionals of Hermite-driven processes ⋮ Limit behavior of the Rosenblatt Ornstein–Uhlenbeck process with respect to the Hurst index ⋮ Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs ⋮ Rate of convergence in the Breuer-Major theorem via chaos expansions

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