Limit theorems for Fourier transforms of functionals of Gaussian sequences
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Publication:3893040
DOI10.1007/BF00535155zbMath0447.60016MaRDI QIDQ3893040
Publication date: 1981
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
60G15: Gaussian processes
60F05: Central limit and other weak theorems
60G10: Stationary stochastic processes
Related Items
Fourier transforms of stationary processes, Convergence of certain nonlinear transformations of a Gaussian sequence to self-similar processes, Limit theorem for polynomials of a linear process with long-range dependence, Self-similar random fields, Zones of attraction of self-similar multiple integrals, Central limit theorems for non-linear functionals of Gaussian fields, Remarks on limit theorems for nonlinear functionals of Gaussian sequences, Asymptotic normality of finite Fourier transforms of stationary generalized processes, Rates of convergence and optimal spectral bandwidth for long range dependence, Stratified structure of the Universe and Burgers' equation -- a probabilistic approach, A generalized fractionally differencing approach in long-memory modeling, Central limit theorem for Fourier transforms of stationary processes, GLOBAL FLUCTUATIONS IN PHYSICAL SYSTEMS: A SUBTLE INTERPLAY BETWEEN SUM AND EXTREME VALUE STATISTICS, CLT and other limit theorems for functionals of Gaussian processes
Cites Work
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- Gaussian and their subordinates self-similar random generalized fields
- Limit theorems for non-linear functionals of Gaussian sequences
- Weak convergence to fractional brownian motion and to the rosenblatt process
- Some limit theorems for partial sums of quadratic forms in stationary Gaussian variables
- Non-central limit theorems for non-linear functional of Gaussian fields
