Central limit theorem for functionals of a generalized self-similar Gaussian process

DOI10.1016/j.spa.2017.04.014zbMath1380.60034arXiv1508.02756OpenAlexW2560487778MaRDI QIDQ679608

Daniel Harnett, David Nualart

Publication date: 11 January 2018

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.02756

zbMATH Keywords

central limit theoremself-similar processesfourth moment theoremBreuer-Major theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic calculus of variations and the Malliavin calculus (60H07) Self-similar stochastic processes (60G18)

Related Items (6)

Asymptotics of the cross-variation of Young integrals with respect to a general self-similar Gaussian process ⋮ Continuous Breuer-Major theorem: tightness and nonstationarity ⋮ High-dimensional regimes of non-stationary Gaussian correlated Wishart matrices ⋮ Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes ⋮ Bifractional Brownian motion for \(H>1\) and \(2HK\leq 1\) ⋮ Symmetric stochastic integrals with respect to a class of self-similar Gaussian processes

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