Wiener functionals and probability limit theorems. I: The central limit theorems
The results obtained in the paper were announced in Proc. Jap. Acad. Ser. A 388-390 (1982; Zbl 0515.60037). The author aims at establishing central limit theorems (CLT's) for stationary processes and random fields, in the framework of Wiener functionals, especially making use of the Ito-Wiener expansions. Under the same framework \textit{L. Giraitis} and \textit{D. Surgailis} [see the article reviewed above Zbl 0575.60024)] prove a CLT for the case when the expansions are finite sums. Continuing the same problem in a forthcoming issue of Hokkaido Math. J., the present author studies a CLT and functional CLT under a natural and general normalization. \textit{D. Chambers} and \textit{E. Slud} deal with similar subjects in a paper, which will appear soon in Z. Wahrscheinlichkeitstheor. Verw. Geb.
- scientific article; zbMATH DE number 4026445
- Almost sure central limit theorems on the Wiener space
- Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems
- Asymptotic expansions in limit theorems for stochastic processes. II
- The theory of Wiener-Itô integrals in vector valued Gaussian stationary random fields. I
- Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems
- Averaging Gaussian functionals
- Central limit theorems for sequences of multiple stochastic integrals
- scientific article; zbMATH DE number 446479 (Why is no real title available?)
- scientific article; zbMATH DE number 4026445 (Why is no real title available?)
- Multiple Wiener-Itô integral expansions for level-crossing-count functionals
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