Limit theorems for long-memory flows on Wiener chaos
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Publication:2295041
DOI10.3150/19-BEJ1168zbMath1466.60072MaRDI QIDQ2295041
Publication date: 12 February 2020
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1580461587
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Measure-preserving transformations (28D05) Self-similar stochastic processes (60G18)
Related Items (4)
Limit theorems for conservative flows on multiple stochastic integrals ⋮ Pathwise large deviations for white noise chaos expansions ⋮ A functional non-central limit theorem for multiple-stable processes with long-range dependence ⋮ Representations of hermite processes using local time of intersecting stationary stable regenerative sets
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Cites Work
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