Distributional limit theorems over a stationary Gaussian sequence of random vectors.
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Publication:1877507
DOI10.1016/S0304-4149(99)00122-2zbMath1045.60019WikidataQ127937944 ScholiaQ127937944MaRDI QIDQ1877507
Publication date: 7 September 2004
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
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Uses Software
Cites Work
- Central limit theorems for non-linear functionals of Gaussian fields
- Multiple Wiener-Ito integrals. With applications to limit theorems
- Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
- Weak convergence to fractional brownian motion and to the rosenblatt process
- 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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