Non-central limit theorems for quadratic functionals of Hermite-driven long memory moving average processes

DOI10.1142/S0219493718500284zbMath1397.60060arXiv1607.08278OpenAlexW2963676829MaRDI QIDQ4584279

T. T. Diu Tran

Publication date: 29 August 2018

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.08278

zbMATH Keywords

Rosenblatt processmultiple Wiener-Itô integralsHermite processnon-central limit theoremsHermite Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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