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

Cites Work

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Weak convergence to fractional brownian motion and to the rosenblatt process
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The \(P(\phi )_{2}\) Euclidean (quantum) field theory.
Gaussian and their subordinates self-similar random generalized fields
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Cited In (only showing first 100 items - show all)

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
On the distribution of the Rosenblatt process
Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems
Stratified structure of the Universe and Burgers' equation -- a probabilistic approach
Wiener integrals with respect to the Hermite random field and applications to the wave equation
On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields
A unified approach to self-normalized block sampling
Quantitative Breuer-Major theorems
Power variation of some integral fractional processes
Benoît Mandelbrot and fractional Brownian motion
Estimation of harmonic component in regression with cyclically dependent errors
Limit theorems for the nonlinear functional of stationary Gaussian processes
Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\)
Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem
Estimation of fractal dimension for a class of non-Gaussian stationary processes and fields.
Properties of trajectories of a multifractional Rosenblatt process
Noncentral convergence of multiple integrals
Long-range dependence and Appell rank
Approximation of the Rosenblatt sheet
The estimation of misspecified long memory models
On a class of self-similar processes
An approximation to the Rosenblatt process using martingale differences
A central limit theorem for non-instantaneous filters of a stationary Gaussian process
Whittle estimator for finite-variance non-Gaussian time series with long memory
The empirical process of a short-range dependent stationary sequence under Gaussian subordination
Linear SPDEs driven by stationary random distributions
The empirical process for bivariate sequences with long memory
Some remarks on definitions of memory for stationary random processes and fields
Analysis of the rosenblatt process
Variations and estimators for self-similarity parameters via Malliavin calculus
A penalized empirical likelihood method in high dimensions
Scaling laws for fractional diffusion-wave equations with singular data
On extremal theory for self-similar processes
Aggregation of autoregressive random fields and anisotropic long-range dependence
Central and non-central limit theorems in a free probability setting
Central limit theorems for long range dependent spatial linear processes
Tempered Hermite process
Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion
Convergence of integrated processes of arbitrary Hermite rank
Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws
Variations and Hurst index estimation for a Rosenblatt process using longer filters
Data driven smooth test of comparison for dependent sequences
Asymptotic results for long memory LARCH sequences
CLT and other limit theorems for functionals of Gaussian processes
Generalized Hermite processes, discrete chaos and limit theorems
Block sampling under strong dependence
Nonstandard limit theorem for infinite variance functionals
On the rate of convergence to Rosenblatt-type distribution
Hermite variations of the fractional Brownian sheet
Stable limits of sums of bounded functions of long memory moving averages with finite variance
Limit theorem for random walk in weakly dependent random scenery
Asymptotics of empirical processes of long memory moving averages with infinite variance.
Berry-Esseen and Edgeworth approximations for the normalized tail of an infinite sum of independent weighted gamma random variables
On the moving block bootstrap under long range dependence
VALIDITY OF THE SAMPLING WINDOW METHOD FOR LONG-RANGE DEPENDENT LINEAR PROCESSES
Hausdorff and packing dimensions of the images of random fields
Limit theorems for nonlinear functionals of Volterra processes via white noise analysis
Consistent estimation of the memory parameter for nonlinear time series
Fractional random fields associated with stochastic fractional heat equations
Limit theorems for Fourier transforms of functionals of Gaussian sequences
Scaling transition for long-range dependent Gaussian random fields
Polynomial Cointegration Between Stationary Processes With Long Memory
Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process
Limit theorem for the statistical solution of Burgers equation
On central and non-central limit theorems in density estimation for sequences of long-range dependence
Regression model fitting with long memory errors
Lower bound for local oscillations of Hermite processes
Sensitivity of the Hermite rank
On rate of convergence in non-central limit theorems
Randomized Fixed Design Regression under Long-Range-Dependent Errors
Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors

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