Non-central limit theorems for non-linear functional of Gaussian fields

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Gaussian and their subordinates self-similar random generalized fields
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Weak convergence to fractional brownian motion and to the rosenblatt process

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From Hermite Polynomials to Multifractional Processes
Approximation of the Rosenblatt process by semimartingales
Asymptotic theory for the detection of mixing in anomalous diffusion
Limit theorems for filtered long-range dependent random fields
Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion
Behaviour of skewness, kurtosis and normality tests in long memory data
Scaling limits of linear random fields on \(\mathbb{Z}^2\) with general dependence axis
Persistence Probabilities and a Decorrelation Inequality for the Rosenblatt Process and Hermite Processes
Non-central limit theorems for quadratic functionals of Hermite-driven long memory moving average processes
Limit theorems for aggregated linear processes
On robust tail index estimation for linear long-memory processes
On estimating the marginal distribution of a detrended series with long memory
On the rate of convergence to the normal law for solutions of the Burgers equation with singular initial data.
Sojourns of vector Gaussian processes inside and outside spheres
The theory of Wiener-Itô integrals in vector valued Gaussian stationary random fields. I
A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates
Properties and numerical evaluation of the Rosenblatt distribution
Polynomial Cointegration Between Stationary Processes With Long Memory
On LSE in regression model for long-range dependent random fields on spheres
Sojourn measures of Student and Fisher-Snedecor random fields
Gaussian scenario for the heat equation with quadratic potential and weakly dependent data with applications
On a class of self-similar processes with stationary increments in higher order Wiener chaoses
Limit theorems for non-linear functionals of Gaussian sequences
Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process
Block Bootstrap for the Empirical Process of Long‐Range Dependent Data
A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
Limit theorem for the statistical solution of Burgers equation
Weak convergence to Rosenblatt sheet
On central and non-central limit theorems in density estimation for sequences of long-range dependence
Local linear estimation for regression models with locally stationary long memory errors
Regression model fitting with long memory errors
Rough homogenisation with fractional dynamics
On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos
Lower bound for local oscillations of Hermite processes
A note on Rosenblatt distributions
Surface estimation under local stationarity
On the distribution and \(q\)-variation of the solution to the heat equation with fractional Laplacian
MULTIVARIATE LIMIT THEOREMS IN THE CONTEXT OF LONG‐RANGE DEPENDENCE
On multivariate fractional random fields: tempering and operator-stable laws
Alternative forms of fractional Brownian motion
Central limit theorem for the empirical process of a linear sequence with long memory
Neutral stochastic partial differential equations with delay driven by Rosenblatt process in a Hilbert space
Scaling transition and edge effects for negatively dependent linear random fields on \(\mathbb{Z}^2\)
Regularization and integral representations of Hermite processes
On stationarity properties of generalized Hermite-type processes
Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process
Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model
A strong convergence to the Rosenblatt process
Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory
Limit theorems for functionals of moving averages
Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion
Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process
On optimal block resampling for Gaussian-subordinated long-range dependent processes
Sharpness of the normal approximation of functionals of strongly correlated Gaussian random fields
Scaling transition for nonlinear random fields with long-range dependence
Convergence of long-memory discrete \(k\)th order Volterra processes
A limit theorem related to a new class of self similar processes
Nonparametric estimates of option prices via Hermite basis functions
Invariance principles for non-isotropic long memory random fields
Empirical likelihood for a long range dependent process subordinated to a Gaussian process
Maximum-likelihood estimators and random walks in long memory models
Anisotropic scaling limits of long-range dependent linear random fields on \(\mathbb{Z}^3\)
Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions
Sensitivity of the Hermite rank
AN INTRODUCTION TO THE THEORY OF SELF-SIMILAR STOCHASTIC PROCESSES
Scaling limits of nonlinear functions of random grain model, with application to Burgers' equation
Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-bifractional Brownian motion
Non-universal fluctuations of the empirical measure for isotropic stationary fields on \(\mathbb{S}^2\times \mathbb{R} \)
Asymptotic properties of nonparametric regression for long memory random fields
Trimmed sums of long range dependent moving averages
Burgers' turbulence problem with linear or quadratic external potential
The V/S test of long-range dependence in random fields
Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows
Asymptotic distributions for power variation of the solution to a stochastic heat equation
Limit theorems for sums of linearly generated random variables
Limit theorems for sojourn measures in domains of vector-valued Gaussian random fields
Almost sure central limit theorems on the Wiener space
On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data
The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals
On rate of convergence in non-central limit theorems
Variance-type estimation of long memory
Spatial scalings for randomly initialized heat and Burgers equations with quadratic potentials
Spectral central limit theorem for additive functionals of isotropic and stationary Gaussian fields
Some sojourn time problems for 2-dimensional Gaussian processes
Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors
Functional limit theorems for generalized variations of the fractional Brownian sheet
Central limit theorems for non-linear functionals of Gaussian fields
Limit distributions of characteristics of exceeding a level by a Gaussian field
Estimating the mean direction of strongly dependent circular time series
Particle picture representation of the non-symmetric Rosenblatt process and Hermite processes of any order
Long- and short-range dependent sequences under exponential subordination
Representations of Hermite processes using local time of intersecting stationary stable regenerative sets
On the asymptotic distributions of partial sums of functionals of infinite-variance moving averages
Behavior of the Hermite sheet with respect to the Hurst index
On fractional Lévy processes: tempering, sample path properties and stochastic integration
On almost sure noncentral limit theorems
Central and non-central limit theorems for weighted power variations of fractional Brownian motion
Generating diffusions with fractional Brownian motion
scientific article; zbMATH DE number 7232747 (Why is no real title available?)
Randomized Fixed Design Regression under Long-Range-Dependent Errors

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