Limit theorems for quadratic forms of linear processes

DOI10.1007/BF00973567zbMath0597.60022MaRDI QIDQ1079279

Arvydas Astrauskas

Publication date: 1983

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

linear processesself-similar processesdomain of attraction of a stable law

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Stochastic processes (60G99)

Related Items (2)

Some remarks on definitions of memory for stationary random processes and fields ⋮ Stable random fields, point processes and large deviations

Cites Work

• Stable self-similar fields
• Infinite variance self-similar processes subordinate to a poisson measure
• Convergence of integrated processes of arbitrary Hermite rank
• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
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