Central limit theorems and quadratic variations in terms of spectral density

zbMath1238.60027MaRDI QIDQ638390

Aline Bonami, Hermine Biermé, José Rafael León

Publication date: 9 September 2011

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: http://www.emis.de/journals/EJP-ECP/_ejpecp/viewarticle2e2f.html

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Stochastic calculus of variations and the Malliavin calculus (60H07)

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