Noncentral limit theorems for quadratic forms in random variables having long-range dependence
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Publication:1060763
DOI10.1214/aop/1176993001zbMath0569.60016OpenAlexW3021777542MaRDI QIDQ1060763
Publication date: 1985
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993001
Hermite polynomialstationary Gaussian sequencelimit theorems for quadratic formsWiener Itô-Dobrushin representation
Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)
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