Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities

DOI10.1016/j.spa.2014.11.010zbMath1325.60038arXiv1202.3041OpenAlexW2057850684MaRDI QIDQ2258837

Florin Avram, Ludmila M. Sakhno, Nikolai N. Leonenko

Publication date: 27 February 2015

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

Full work available at URL: https://arxiv.org/abs/1202.3041

zbMATH Keywords

asymptotic normalitycentral limit theoremadditive functionalsspectral densitiesstationary random fieldsHölder-Young-Brascamp-Lieb inequality

Mathematics Subject Classification ID

Random fields (60G60) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Functional limit theorems; invariance principles (60F17)

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