Noncentral limit theorems and Appell polynomials

From MaRDI portal
Publication:578730

DOI10.1214/aop/1176992170zbMath0624.60049OpenAlexW2002040685MaRDI QIDQ578730

Florin 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



Related Items

Scaling transition for nonlinear random fields with long-range dependence, Weak universality of dynamical \(\Phi ^4_3\): non-Gaussian noise, A unified approach to self-normalized block sampling, Asymptotic expansion of \(M\)-estimators with long-memory errors, Finding mixed families of special polynomials associated with Appell sequences, Tempered Hermite process, On $q$-hypergeometric Bernoulli polynomials and numbers, Nonparametric regression with heteroscedastic long memory errors, Asymptotics of the sample mean and sample covariance of long-range-dependent series, Change-of-variance problem for linear processes with long memory, Conditional variance estimation in regression models with long memory, A consistent estimator for skewness of partial sums of dependent data, On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes, The Kardar-Parisi-Zhang equation as scaling limit of weakly asymmetric interacting Brownian motions, From directed polymers in spatial-correlated environment to stochastic heat equations driven by fractional noise in \(1 + 1\) dimensions, Limit theorems for functionals of moving averages, Long memory processes and fractional integration in econometrics, Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series, Invariance principles in Besov spaces, Gaussian processes and long-range dependence, Asymptotic normality of regression estimators with long memory errors, From intersection local time to the Rosenblatt process, Polynomial traces and elementary symmetric functions in the latent roots of a non-central Wishart matrix, A generalization of the array type polynomials, Marked empirical processes for non-stationary time series, Asymptotic results for long memory LARCH sequences, Kink estimation in stochastic regression with dependent errors and predictors, Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors, Kernel type smoothed quantile estimation under long memory, Ratio test for variance change point in linear process with long memory, Central limit theorem for polynomial forms. I, Block sampling under strong dependence, Unnamed Item, Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics, The Appell interpolation problem, Nonlinear system theory: Another look at dependence, Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence, Central limit theorems for nearly long range dependent subordinated linear processes, How the instability of ranks under long memory affects large-sample inference, Identification of Persistent Cycles in Non-Gaussian Long-Memory Time Series, Appell systems on Lie groups, Asymptotic independence of distant partial sums of linear processes, Optimal approximation of Skorohod integrals, Covariances Estimation for Long-Memory Processes, REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS, Long-range dependence and Appell rank, Second-order behavior of M-estimators in linear regression with long-memory errors, Some new generalizations and applications of the Apostol-Bernoulli, Apostol-Euler and Apostol-Genocchi polynomials, Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors, The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations, Stable limits of sums of bounded functions of long memory moving averages with finite variance, Kernel density estimation for linear processes, Convergence of long-memory discrete \(k\)th order Volterra processes, \(K\) terms recurrence relations and polynomial variance functions of the \(K\)th degree, Gradual changes in long memory processes with applications, Asymptotics for moving average processes with dependent innovations, A new type of Euler polynomials and numbers, On location estimation for LARCH processes, Weighted averages and local polynomial estimation for fractional linear ARCH processes, Change-in-mean problem for long memory time series models with applications, CHANGE-POINT DETECTION WITH RANK STATISTICS IN LONG-MEMORY TIME-SERIES MODELS, Whittle estimator for finite-variance non-Gaussian time series with long memory, Connection and duplication formulas for the Boas-Buck-Appell polynomials, Finding hybrid relatives of the Bessel polynomials, ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS, On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields, Anisotropic scaling limits of long-range dependent random fields, Limit theorem for polynomials of a linear process with long-range dependence, On the asymptotic expansion of the empirical process of long-memory moving averages, A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter, On a new Sheffer class of polynomials related to normal product distribution, Asymptotics for statistical functionals of long-memory sequences, An extension of the Euler-Maclaurin quadrature formula using a parametric type of Bernoulli polynomials, A parametric kind of the Fubini-type polynomials, Convergence of normalized quadratic forms, Central limit theorem for the empirical process of a linear sequence with long memory, Central limit theorems for quadratic forms with time-domain conditions, Sine and cosine types of generating functions