Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes
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Publication:491694
DOI10.1016/j.spl.2015.04.030zbMath1322.60027arXiv1501.05574MaRDI QIDQ491694
Murad S. Taqqu, Shuyang Bai, Mamikon S. Ginovyan
Publication date: 19 August 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1501.05574
functional limit theorems; Brownian motion; central limit theorem; long-range dependence; Wiener-Itō integral; stationary Gaussian processes; noncentral limit theorem; Toeplitz-type quadratic functionals
60G15: Gaussian processes
60F05: Central limit and other weak theorems
60G10: Stationary stochastic processes
60J65: Brownian motion
60H05: Stochastic integrals
60F17: Functional limit theorems; invariance principles