Limiting distributions of nonlinear vector functions of stationary Gaussian processes

DOI10.1214/aop/1176990740zbMath0712.60021OpenAlexW2042707279MaRDI QIDQ749011

Hwai-Chung Ho, Tze-Chien Sun

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1214/aop/1176990740

zbMATH Keywords

Gaussian processasymptotically independentstationary Gaussian vectors

Mathematics Subject Classification ID

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

Related Items (5)

Parametric estimation of long memory multivariate Gaussian random fields ⋮ Estimating the Hurst parameter ⋮ MULTIVARIATE LIMIT THEOREMS IN THE CONTEXT OF LONG‐RANGE DEPENDENCE ⋮ Central limit theorems for quadratic forms with time-domain conditions ⋮ A mixture-type limit theorem for nonlinear functions of Gaussian sequences

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