Functional limit theorems for power series with rapid decay of moving averages of Hermite processes
DOI10.1142/S021949372150043XzbMath1483.60051OpenAlexW3134633995MaRDI QIDQ3384680
Publication date: 17 December 2021
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s021949372150043x
central limit theoremsfractional noiseHermite processesHermite Ornstein-Uhlenbeck processhomogenization of fast/slow systems
Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)
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Cites Work
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