Limit theorems for functionals of Gaussian vectors

DOI10.1007/s11464-016-0620-1zbMath1372.60049arXiv1409.1646OpenAlexW2571228406MaRDI QIDQ2405967

Hongshuai Dai, Guang Jun Shen, Lingtao Kong

Publication date: 26 September 2017

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.1646

zbMATH Keywords

scaling limitGaussian vectoroperator fractional Brownian motionoperator self-similar process

Mathematics Subject Classification ID

Gaussian processes (60G15) Functional limit theorems; invariance principles (60F17)

Related Items

Limit theorems in the context of multivariate long-range dependence

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Convergence in law to operator fractional Brownian motions
• Exponents, symmetry groups and classification of operator fractional Brownian motions
• Modeling and simulation with operator scaling
• Integral representations and properties of operator fractional Brownian motions
• Sample path properties of self-similar processes with stationary increments
• Operator self similar stochastic processes in \(R^ n\).
• Non-central limit theorems for non-linear functionals of \(k\) Gaussian fields
• A central limit theorem for nonlinear functionals of stationary Gaussian vector processes
• Weak convergence of multivariate fractional processes
• Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
• Self-similar processes with independent increments
• THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Sample Path Properties of Operator-Slef-Similar Gaussian Random Fields
• Operator-Self-Similar Processes in a Finite-Dimensional Space
• Semi-Stable Stochastic Processes
• SAMPLE MEANS, SAMPLE AUTOCOVARIANCES, AND LINEAR REGRESSION OF STATIONARY MULTIVARIATE LONG MEMORY PROCESSES
• Lévy Processes and Stochastic Calculus