Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes
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Abstract:
oindent The paper establishes weak convergence in of normalized stochastic processes, generated by Toeplitz type quadratic functionals of a continuous time Gaussian stationary process, exhibiting long-range dependence. Both central and non-central functional limit theorems are obtained.
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Cited in
(9)- On Toeplitz type quadratic functionals of stationary Gaussian processes
- Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications
- Limit theorems for tapered Toeplitz quadratic functionals of continuous-time Gaussian stationary processes
- Certain functionals of squared telegraph processes
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- Limit theorems for Toeplitz quadratic functionals of continuous-time stationary processes
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