Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems

DOI10.1016/0304-4149(89)90055-0zbMath0687.60024OpenAlexW2058169839MaRDI QIDQ1263157

Eric V. Slud, Daniel W. Chambers

Publication date: 1989

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(89)90055-0

zbMATH Keywords

Gaussian processmultiple Wiener-Itô integralsstochastic integral representationWiener-Itô expansionrepresentation of functionalstime-shift operators

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Martingales with continuous parameter (60G44) Functional limit theorems; invariance principles (60F17)

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