On rate of convergence in non-central limit theorems
From MaRDI portal
Publication:2325346
DOI10.3150/18-BEJ1075zbMath1428.62063arXiv1703.05900OpenAlexW2972557264MaRDI QIDQ2325346
Volodymyr Vaskovych, Nikolai N. Leonenko, V. V. Anh, Andrew Ya. Olenko
Publication date: 25 September 2019
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1703.05900
rate of convergencerandom fieldlong-range dependencenon-central limit theoremsHermite-type distribution
Random fields (60G60) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items (12)
ON ASYMPTOTIC PROPERTIES OF NONLINEAR FUNCTIONALS OF RANDOM FIELDS ⋮ On asymptotics of discretized functionals of long-range dependent functional data ⋮ Limit theorems for filtered long-range dependent random fields ⋮ Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence ⋮ Strong law of large numbers for functionals of random fields with unboundedly increasing covariances ⋮ The asymptotic normality for the least squares estimator of parameters in a two dimensional sinusoidal model of observations ⋮ Non-central limit theorems and convergence rates ⋮ Non-central limit theorems for functionals of random fields on hypersurfaces ⋮ Asymptotic properties of periodogram estimators in the trigonometric model for observations on the plane ⋮ THEORY AND STATISTICS OF LONG-RANGE DEPENDENT RANDOM PROCESSES ⋮ On LSE in regression model for long-range dependent random fields on spheres ⋮ On the least squares estimator asymptotic normality of the multivariate symmetric textured surface parameters
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Properties and numerical evaluation of the Rosenblatt distribution
- Absolute continuity and convergence of densities for random vectors on Wiener chaos
- Sojourn measures of Student and Fisher-Snedecor random fields
- On the rate of convergence to Rosenblatt-type distribution
- The impact of the diagonals of polynomial forms on limit theorems with long memory
- Quantitative Breuer-Major theorems
- Sharpness of the normal approximation of functionals of strongly correlated Gaussian random fields
- Stein's method on Wiener chaos
- Kolmogorov distance for the central limit theorems of the Wiener chaos expansion and applications
- Wiener chaos: Moments, cumulants and diagrams. A survey with computer implementation
- Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
- Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
- Derivatives of Wiener functionals and absolute continuity of induced measures
- Sharp rate of average decay of the Fourier transform of a bounded set
- Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
- Convergence in total variation on Wiener chaos
- A bound on the Wasserstein-2 distance between linear combinations of independent random variables
- Convergence of densities of some functionals of Gaussian processes
- On the rate of convergence for central limit theorems of sojourn times of Gaussian fields
- Tauberian and Abelian theorems for long-range dependent random fields
- A third-moment theorem and precise asymptotics for variations of stationary Gaussian sequences
- Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence
- Random Fields on the Sphere
- Theorems and Fallacies in the Theory of Long-Range-Dependent Processes
- CLT and other limit theorems for functionals of Gaussian processes
- Weak convergence to fractional brownian motion and to the rosenblatt process
- Convergence of integrated processes of arbitrary Hermite rank
- Non-central limit theorems for non-linear functional of Gaussian fields
- Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence
This page was built for publication: On rate of convergence in non-central limit theorems