Operator self-similar processes and functional central limit theorems
From MaRDI portal
Publication:402717
DOI10.1016/j.spa.2014.03.007zbMath1308.60042arXiv1609.01435OpenAlexW2037889261MaRDI QIDQ402717
Alfredas Račkauskas, Vaidotas Characiejus
Publication date: 28 August 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.01435
Central limit and other weak theorems (60F05) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
Related Items (5)
Weakly stationary stochastic processes valued in a separable Hilbert space: Gramian-cramér representations and applications ⋮ Long-Range Dependent Curve Time Series ⋮ Limit theorems for Hilbert space-valued linear processes under long range dependence ⋮ Local Whittle estimation of long‐range dependence for functional time series ⋮ Spectral analysis of multifractional LRD functional time series
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On limit theorems for Banach-space-valued linear processes
- Integral representations and properties of operator fractional Brownian motions
- On weak convergence of stochastic processes with Lusin path spaces
- Operator self-similar processes on Banach spaces
- Covariance function of vector self-similar processes
- On weak convergence of integral functionals of stochastic processes with applications to processes taking paths in \(L^ E_ p\)
- Operator self similar stochastic processes in \(R^ n\).
- Operator-self-similar stable processes
- Sharp conditions for the CLT of linear processes in a Hilbert space
- The central limit theorem for a sequence of random processes with space-varying long memory
- OPERATOR FRACTIONAL BROWNIAN MOTION AS LIMIT OF POLYGONAL LINES PROCESSES IN HILBERT SPACE
- Foundations of Modern Probability
- Operator-Self-Similar Processes in a Finite-Dimensional Space
- Semi-Stable Stochastic Processes
This page was built for publication: Operator self-similar processes and functional central limit theorems