Limit theorems for long-memory flows on Wiener chaos

DOI10.3150/19-BEJ1168zbMath1466.60072MaRDI QIDQ2295041

Murad S. Taqqu, Shuyang Bai

Publication date: 12 February 2020

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1580461587

zbMATH Keywords

long memory; long-range dependence; ergodic theory; fourth moment theorem; conservative flows

Mathematics Subject Classification ID

60G15: Gaussian processes

60F05: Central limit and other weak theorems

60G10: Stationary stochastic processes

28D05: Measure-preserving transformations

60G18: Self-similar stochastic processes

Uses Software

• longmemo