Applications of the multiplication of the Ito-Wiener expansions to limit theorems

DOI10.3792/pjaa.58.388zbMath0515.60037OpenAlexW2054539668MaRDI QIDQ1051979

Gisiro Maruyama

Publication date: 1982

Published in: Proceedings of the Japan Academy. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3792/pjaa.58.388

zbMATH Keywords

central limit theoremspectral representationperiodogramWiener functionalscumulant spectral densitiesWiener functionalWiener-Ito expansion

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Brownian motion (60J65)

Related Items

Central limit theorems for sequences of multiple stochastic integrals ⋮ Applications of the multiplication of the Ito-Wiener expansions to limit theorems

Cites Work

• Applications of the multiplication of the Ito-Wiener expansions to limit theorems
• On Estimation of the Spectral Function of a Stationary Gaussian Process
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