Weak convergence of weighted additive functionals of long-range dependent fields

DOI10.1090/tpms/1044zbMath1409.60082arXiv1710.01222OpenAlexW2964330060WikidataQ128342878 ScholiaQ128342878MaRDI QIDQ3120611

Tareq Alodat, Andrew Ya. Olenko

Publication date: 5 March 2019

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.01222

zbMATH Keywords

long-range dependencerandom fieldsnoncentral limit theoremsHermite-type distributionsweighted nonlinear functionals

Mathematics Subject Classification ID

Random fields (60G60) Central limit and other weak theorems (60F05) General second-order stochastic processes (60G12)

Related Items (10)

Asymptotic normality of simultaneous estimators of cyclic long-memory processes ⋮ On asymptotics of discretized functionals of long-range dependent functional data ⋮ Limit theorems for filtered long-range dependent random fields ⋮ ON ASYMPTOTICS OF FUNCTIONALS OF RANDOM FIELDS WITH LONG-RANGE DEPENDENCE ⋮ The asymptotic normality for the least squares estimator of parameters in a two dimensional sinusoidal model of observations ⋮ Long range dependence of heavy-tailed random functions ⋮ On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models ⋮ Reduction principle for functionals of strong-weak dependent vector random fields ⋮ Asymptotic properties of periodogram estimators in the trigonometric model for observations on the plane ⋮ On LSE in regression model for long-range dependent random fields on spheres

Uses Software

• longmemo

Cites Work

• Functional limit theorems for generalized variations of the fractional Brownian sheet
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• Non-central limit theorems and convergence rates
• Limit Theorems for Weighted Functionals of Cyclical Long-Range Dependent Random Fields
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• MULTIVARIATE LIMIT THEOREMS IN THE CONTEXT OF LONG‐RANGE DEPENDENCE
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