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

Cites Work

Title not available (Why is that?)
Weak convergence to fractional brownian motion and to the rosenblatt process
Title not available (Why is that?)
The \(P(\phi )_{2}\) Euclidean (quantum) field theory.
Gaussian and their subordinates self-similar random generalized fields
Title not available (Why is that?)

Cited In (only showing first 100 items - show all)

Sojourns of vector Gaussian processes inside and outside spheres
On estimating the marginal distribution of a detrended series with long memory
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
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
Local linear estimation for regression models with locally stationary long memory errors
Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process
A strong convergence to the Rosenblatt process
Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory
Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion
Convergence of long-memory discrete \(k\)th order Volterra processes
Sharpness of the normal approximation of functionals of strongly correlated Gaussian random fields
Invariance principles for non-isotropic long memory random fields
AN INTRODUCTION TO THE THEORY OF SELF-SIMILAR STOCHASTIC PROCESSES
Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions
Asymptotic properties of nonparametric regression for long memory random fields
Trimmed sums of long range dependent moving averages
The V/S test of long-range dependence in random fields
Limit theorems for sojourn measures in domains of vector-valued Gaussian random fields
On the asymptotic distributions of partial sums of functionals of infinite-variance moving averages
Integrated functionals of normal and fractional processes
Local linear regression estimation for time series with long-range dependence
Non-Gaussian scenarios for the heat equation with singular initial conditions
Random homogenization and convergence to integrals with respect to the Rosenblatt process
Gaussian stochastic processes
Optimal rates for parameter estimation of stationary Gaussian processes
REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS
Time varying long memory parameter estimation for locally stationary long memory processes
Exact parabolic asymptotics for singular \(n\)-D Burgers' random fields: Gaussian approximation
On the asymptotic expansion of the empirical process of long-memory moving averages
Distributional limit theorems over a stationary Gaussian sequence of random vectors.
Distribution of levels in high-dimensional random landscapes
Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion
Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra
Convergence of certain nonlinear transformations of a Gaussian sequence to self-similar processes
Renormalization group of and convergence to the LISDLG process
Strongly correlated random fields as observed by a random walker
Asymptotic behaviour of the LS estimator in a nonlinear model with long memory
Asymptotic behavior of mixed power variations and statistical estimation in mixed models
PRICING DERIVATIVES IN HERMITE MARKETS
Limiting theorems for sojourn measures in domains of vector-valued Gaussian random fields
Long-range dependence in third order and bispectrum singularity
On local slope estimation in partial linear models under Gaussian subordination
Structure of the third moment of the generalized Rosenblatt distribution
A weak convergence to Hermite process by martingale differences
On spline regression under Gaussian subordination with long memory
A general framework for waves in random media with long-range correlations
Zones of attraction of self-similar multiple integrals
Weighted averages and local polynomial estimation for fractional linear ARCH processes
On rapid change points under long memory
Spatially homogeneous random evolutions
Memory parameter estimation for long range dependent random fields
Some convergence results on quadratic forms for random fields and application to empirical covariances
Distant long-range dependent sums and regression estimation
A noncentral limit theorem for quadratic forms of Gaussian stationary sequences
Convergence to a Gaussian limit as the normalization exponent tends to 1/2
Asymptotics of estimates in constrained nonlinear regression with long-range dependent innova\-tions
The universality of homogeneous polynomial forms and critical limits
Central limit theorem for functionals of a linear process
Limit theorem for polynomials of a linear process with long-range dependence
Existence and exponential stability for neutral stochastic integro-differential equations with impulses driven by a Rosenblatt process
On location estimation for LARCH processes
Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence
Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences
Fractal dimensions of the Rosenblatt process
Semiparametric analysis of long-range dependence in nonlinear regression
Limit theorems for weighted functionals of cyclical long-range dependent random fields
GLOBAL FLUCTUATIONS IN PHYSICAL SYSTEMS: A SUBTLE INTERPLAY BETWEEN SUM AND EXTREME VALUE STATISTICS
Limit theorems for aggregated linear processes
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
Limit theorems for non-linear functionals of Gaussian sequences
Properties and numerical evaluation of the Rosenblatt distribution
A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
A note on Rosenblatt distributions
Neutral stochastic partial differential equations with delay driven by Rosenblatt process in a Hilbert space
Alternative forms of fractional Brownian motion
Central limit theorem for the empirical process of a linear sequence with long memory
Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model
Regularization and integral representations of Hermite processes
Limit theorems for functionals of moving averages
A limit theorem related to a new class of self similar processes
Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-bifractional Brownian motion
Maximum-likelihood estimators and random walks in long memory models
Burgers' turbulence problem with linear or quadratic external potential
Limit theorems for sums of linearly generated random variables
Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows
Almost sure central limit theorems on the Wiener space
The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals
Variance-type estimation of long memory
Some sojourn time problems for 2-dimensional Gaussian processes
Central limit theorems for non-linear functionals of Gaussian fields
Limit distributions of characteristics of exceeding a level by a Gaussian field
Long- and short-range dependent sequences under exponential subordination
Functional limit theorems for generalized variations of the fractional Brownian sheet
Generalized grey Brownian motion local time: existence and weak approximation
Central and non-central limit theorems for weighted power variations of fractional Brownian motion
Tauberian and Abelian theorems for correlation function of a homogeneous isotropic random field

This page was built for publication: Non-central limit theorems for non-linear functional of Gaussian fields

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4181035)