Convergence of certain nonlinear transformations of a Gaussian sequence to self-similar processes (Q594463)
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scientific article; zbMATH DE number 3835041
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of certain nonlinear transformations of a Gaussian sequence to self-similar processes |
scientific article; zbMATH DE number 3835041 |
Statements
Convergence of certain nonlinear transformations of a Gaussian sequence to self-similar processes (English)
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1983
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long range dependence
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self-similar process
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multiple Ito integral
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non- linear transformation
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spectral density
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