Generalized Hermite processes, discrete chaos and limit theorems

DOI10.1016/j.spa.2013.12.011zbMath1282.60043arXiv1309.3241MaRDI QIDQ2436796

Murad S. Taqqu, Shuyang Bai

Publication date: 26 February 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.3241

zbMATH Keywords

limit theorem; long memory; Wiener chaos; discrete chaos

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60G18: Self-similar stochastic processes

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