Central limit theorem for functionals of a linear process
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Publication:1060486
DOI10.1007/BF00966294zbMath0568.60020MaRDI QIDQ1060486
Publication date: 1985
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
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Cites Work
- Central limit theorems for non-linear functionals of Gaussian fields
- CLT and other limit theorems for functionals of Gaussian processes
- Central Limit Theorems for dependent variables. I
- Weak convergence to fractional brownian motion and to the rosenblatt process
- Convergence of integrated processes of arbitrary Hermite rank
- Non-central limit theorems for non-linear functional of Gaussian fields
- The Relation of the Classical Orthogonal Polynomials to the Polynomials of Appell
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