Convergence of long-memory discrete \(k\)th order Volterra processes
type: Item
instance of: scholarly article
title: Convergence of long-memory discrete \(k\)th order Volterra processes
zbMATH Open document ID: 1329.60022
author: Shuyang Bai
author: Murad S. Taqqu
published in: Stochastic Processes and their Applications
publication date: 2015-03-24T00:00:00Z
full work available at URL: https://arxiv.org/abs/1403.1903
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60G18
Mathematics Subject Classification ID: 60H05
zbMATH DE Number: 6419195
zbMATH Keywords: Volterra processes
zbMATH Keywords: long memory
zbMATH Keywords: long-range dependence
zbMATH Keywords: central limit theorem
zbMATH Keywords: non-central limit theorem
zbMATH Keywords: Wiener chaos
zbMATH Keywords: Wiener-Stratonovich integral
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2129195723
arXiv ID: 1403.1903
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DOI: 10.1016/J.SPA.2014.12.006
description: scientific article