Convergence of certain nonlinear transformations of a Gaussian sequence to self-similar processes

DOI10.1007/BF00968589zbMath0526.60031MaRDI QIDQ594463

Liudas Giraitis

Publication date: 1983

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

spectral densitylong range dependenceself-similar processmultiple Ito integralnon- linear transformation

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Related Items (5)

A generalized fractionally differencing approach in long-memory modeling ⋮ Asymptotic behavior of functionals of cyclic long-range dependent random fields ⋮ Non-central limit theorems and convergence rates ⋮ Limit Theorems for Weighted Functionals of Cyclical Long-Range Dependent Random Fields ⋮ On location estimation for LARCH processes

Cites Work

• Multiple Wiener-Ito integrals. With applications to limit theorems
• Limit theorems for Fourier transforms of functionals of Gaussian sequences
• Convergence of integrated processes of arbitrary Hermite rank
• Non-central limit theorems for non-linear functional of Gaussian fields
• On Lacunary Trigonometric Series

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