Noncentral limit theorems and Appell polynomials

DOI10.1214/AOP/1176992170zbMATH Open0624.60049OpenAlexW2002040685MaRDI QIDQ578730FDOQ578730

Authors: F. Avram, Murad S. Taqqu 

Publication date: 1987

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992170

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zbMATH Keywords

long-range dependence[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=multiple+Wiener-It%EF%BF%BD%EF%BF%BD+integrals&go=Go multiple Wiener-It�� integrals]slowly varying functionHermite processAppell polynomial

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Other special functions (33E99)

Cited In (84)

• Kernel density estimation for linear processes
• Central limit theorem for the empirical process of a linear sequence with long memory
• Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
• Limit theorems for functionals of moving averages
• Convergence of long-memory discrete \(k\)th order Volterra processes
• Asymptotic normality of regression estimators with long memory errors
• Kink estimation in stochastic regression with dependent errors and predictors
• Second-order behavior of M-estimators in linear regression with long-memory errors
• Weak universality of dynamical \(\Phi ^4_3\): non-Gaussian noise
• Identification of Persistent Cycles in Non-Gaussian Long-Memory Time Series
• Long memory processes and fractional integration in econometrics
• Optimal approximation of Skorohod integrals
• \(K\) terms recurrence relations and polynomial variance functions of the \(K\)th degree
• 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
• The Kardar-Parisi-Zhang equation as scaling limit of weakly asymmetric interacting Brownian motions
• Asymptotic expansion of \(M\)-estimators with long-memory errors
• Some new generalizations and applications of the Apostol-Bernoulli, Apostol-Euler and Apostol-Genocchi polynomials
• A new type of Euler polynomials and numbers
• Asymptotics for statistical functionals of long-memory sequences
• REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS
• Finding mixed families of special polynomials associated with Appell sequences
• On the asymptotic expansion of the empirical process of long-memory moving averages
• Marked empirical processes for non-stationary time series
• Long-range dependence and Appell rank
• Kernel type smoothed quantile estimation under long memory
• Ratio test for variance change point in linear process with long memory
• Change-point detection with rank statistics in long-memory time-series models
• Whittle estimator for finite-variance non-Gaussian time series with long memory
• Convergence of normalized quadratic forms
• Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors
• Covariances estimation for long-memory processes
• Change-in-mean problem for long memory time series models with applications
• Finding hybrid relatives of the Bessel polynomials
• Nonparametric regression with heteroscedastic long memory errors
• Weighted averages and local polynomial estimation for fractional linear ARCH processes
• Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors
• Tempered Hermite process
• The Appell interpolation problem
• Anisotropic scaling limits of long-range dependent random fields
• Appell systems on Lie groups
• Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics
• ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS
• Asymptotics for moving average processes with dependent innovations
• Probabilistic approach to Appell polynomials
• Asymptotic results for long memory LARCH sequences
• Central limit theorem for polynomial forms. I
• The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations
• Block sampling under strong dependence
• Nonlinear system theory: Another look at dependence
• From intersection local time to the Rosenblatt process
• Title not available (Why is that?)
• Stable limits of sums of bounded functions of long memory moving averages with finite variance
• Limit theorem for polynomials of a linear process with long-range dependence
• On \(q\)-hypergeometric Bernoulli polynomials and numbers
• On location estimation for LARCH processes
• Central limit theorems for nearly long range dependent subordinated linear processes
• How the instability of ranks under long memory affects large-sample inference
• Central limit theorems for quadratic forms with time-domain conditions
• Asymptotic independence of distant partial sums of linear processes
• Gradual changes in long memory processes with applications
• On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes
• An extension of the Euler-Maclaurin quadrature formula using a parametric type of Bernoulli polynomials
• Invariance principles in Besov spaces, Gaussian processes and long-range dependence
• Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence
• Change-of-variance problem for linear processes with long memory
• Conditional variance estimation in regression models with long memory
• Asymptotics of the sample mean and sample covariance of long-range-dependent series
• On a new Sheffer class of polynomials related to normal product distribution
• Scaling transition for nonlinear random fields with long-range dependence
• Sine and cosine types of generating functions
• A generalization of the array type polynomials
• From directed polymers in spatial-correlated environment to stochastic heat equations driven by fractional noise in \(1 + 1\) dimensions
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• Integral transforms and extended Hermite-Apostol type Frobenius-Genocchi polynomials
• Convergence of sums of Appell polynomials with infinite variance
• Convergence of Appell polynomials of long range dependent moving averages in martingale differences
• A self-normalized semi-parametric test to detect changes in the long memory parameter
• Berry-Esséen bounds for long memory moving averages via Stein's method and Malliavin calculus
• Scaling limit of a long-range random walk in time-correlated random environment
• A consistent estimator for skewness of partial sums of dependent data
• Connection and duplication formulas for the Boas-Buck-Appell polynomials
• A parametric kind of the Fubini-type polynomials
• Polynomial traces and elementary symmetric functions in the latent roots of a non-central Wishart matrix

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