A noncentral limit theorem for quadratic forms of Gaussian stationary sequences

DOI10.1007/BF01061262zbMATH Open0724.60048MaRDI QIDQ757986FDOQ757986

Publication date: 1990

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

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long-range dependence[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Wiener-It%EF%BF%BD%EF%BF%BD+integral&go=Go Wiener-It�� integral]stationary Gaussian sequences non-Gaussian self- similar process

Mathematics Subject Classification ID

Gaussian processes (60G15) General second-order stochastic processes (60G12) Stochastic integrals (60H05) Self-similar stochastic processes (60G18)

Cites Work

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Weak convergence to fractional brownian motion and to the rosenblatt process
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Non-central limit theorems for non-linear functional of Gaussian fields
Central limit theorems for quadratic forms in random variables having long-range dependence
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Cited In (25)

Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions
Title not available (Why is that?)
A functional non-central limit theorem for multiple-stable processes with long-range dependence
Central limit theorems for quadratic forms in random variables having long-range dependence
Noncentral convergence of multiple integrals
Limit theorems for quadratic forms and related quantities of discretely sampled continuous-time moving averages
Non-parametric estimation of the long-range dependence exponent for Gaussian processes
ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES
Convergence of normalized quadratic forms
An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series
Limit theorems for Toeplitz quadratic functionals of continuous-time stationary processes
The trace problem for Toeplitz matrices and operators and its impact in probability
Some convergence results on quadratic forms for random fields and application to empirical covariances
On asymptotic distributions of weighted sums of periodograms
On optimal scale upper bound in wavelet-based estimation for hurst index of fractional Brownian motion
Convergence to a Gaussian limit as the normalization exponent tends to 1/2
Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes
On the limit distribution of the correlogram of a stationary Gaussian process with weak decrease in correlation
Noncentral limit theorems for quadratic forms in random variables having long-range dependence
Large Toeplitz operators and quadratic form generated by stationary Gaussian sequence
Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications
Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes
How the instability of ranks under long memory affects large-sample inference
Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence

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