Distributional limit theorems over a stationary Gaussian sequence of random vectors.
From MaRDI portal
Publication:1877507
DOI10.1016/S0304-4149(99)00122-2zbMath1045.60019MaRDI QIDQ1877507
Publication date: 7 September 2004
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Related Items
Estimation of harmonic component in regression with cyclically dependent errors, On a localization property of wavelet coefficients for processes with stationary increments, and applications. I. Localization with respect to shift, Limiting spectral distribution of sample autocovariance matrices, Sojourn measures of Student and Fisher-Snedecor random fields, Asymptotic behavior of weakly dependent aggregated processes, Limit Theorems for Aggregated Linear Processes
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
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item