Convergence of Appell polynomials of long range dependent moving averages in martingale differences

DOI10.1023/A:1006314807511zbMath0947.60026OpenAlexW8327552MaRDI QIDQ1969274

Donatas Surgailis, Marijus Vaičiulis

Publication date: 6 November 2000

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1006314807511

zbMATH Keywords

Appell polynomialsmartingale difference sequence\(k\)th order Hermite process

Mathematics Subject Classification ID

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

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