Non-central limit theorems for non-linear functionals of \(k\) Gaussian fields

DOI10.1006/jmva.1993.1013zbMath0770.60025OpenAlexW2337187786MaRDI QIDQ1209880

M. V. Sánchez de Naranjo

Publication date: 16 May 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1993.1013

zbMATH Keywords

Hermite polynomialsstationary Gaussian processesstationary random fieldsrandom spectral measure

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Central limit and other weak theorems (60F05)

Related Items (6)

A central limit theorem for nonlinear functionals of stationary Gaussian vector processes ⋮ Asymptotics for the local time of a strongly dependent vector-valued Gaussian random field ⋮ Limit theorems for functionals of Gaussian vectors ⋮ How the instability of ranks under long memory affects large-sample inference ⋮ The memory of stochastic volatility models ⋮ Limit theorems for long-memory flows on Wiener chaos

This page was built for publication: Non-central limit theorems for non-linear functionals of \(k\) Gaussian fields