Functional limit theorems for power series with rapid decay of moving averages of Hermite processes

DOI10.1142/S021949372150043XMaRDI QIDQ3384680zbMATH OpenOpenAlexFDO

Authors Johann Rudolf Gehringer

Publication date 17 December 2021

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s021949372150043x

zbMATH Keywords

central limit theoremsfractional noiseHermite processesHermite Ornstein-Uhlenbeck processhomogenization of fast/slow systems

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)

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Cited in

(3)

• Limit theorems for integral functionals of Hermite-driven processes
• Functional limit theorems for Volterra processes and applications to homogenization
• Functional limit theorems for the fractional Ornstein-Uhlenbeck process

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