Operator self-similar processes and functional central limit theorems

DOI10.1016/j.spa.2014.03.007zbMath1308.60042arXiv1609.01435OpenAlexW2037889261MaRDI QIDQ402717

Alfredas Račkauskas, Vaidotas Characiejus

Publication date: 28 August 2014

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

Full work available at URL: https://arxiv.org/abs/1609.01435

zbMATH Keywords

functional central limit theoremoperator self-similar processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (5)

Weakly stationary stochastic processes valued in a separable Hilbert space: Gramian-cramér representations and applications ⋮ Long-Range Dependent Curve Time Series ⋮ Limit theorems for Hilbert space-valued linear processes under long range dependence ⋮ Local Whittle estimation of long‐range dependence for functional time series ⋮ Spectral analysis of multifractional LRD functional time series

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