Limit Theorems for Weighted Functionals of Cyclical Long-Range Dependent Random Fields
From MaRDI portal
Publication:4916953
DOI10.1080/07362994.2013.741410zbMath1267.60056arXiv1307.2419OpenAlexW2142898295MaRDI QIDQ4916953
Publication date: 26 April 2013
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.2419
Related Items (12)
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 ⋮ STOCHASTIC MODELLING AND STATISTICAL ANALYSIS OF SPATIAL AND LONG-RANGE DEPENDENT DATA ⋮ On a class of minimum contrast estimators for Gegenbauer random fields ⋮ Non-central limit theorems and convergence rates ⋮ Non-central limit theorems for functionals of random fields on hypersurfaces ⋮ On the rate of convergence to Rosenblatt-type distribution ⋮ Reduction principle for functionals of strong-weak dependent vector random fields ⋮ STATISTICAL ANALYSIS OF LONG-RANGE DEPENDENT RANDOM PROCESSES AND FIELDS ⋮ On LSE in regression model for long-range dependent random fields on spheres ⋮ Weak convergence of weighted additive functionals of long-range dependent fields
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Convergence of certain nonlinear transformations of a Gaussian sequence to self-similar processes
- Wiener chaos: Moments, cumulants and diagrams. A survey with computer implementation
- Random differential inequalities
- Gaussian and their subordinates self-similar random generalized fields
- Linear Fourier and stochastic analysis
- Possible long-range dependence in fractional random fields.
- Models for stationary max-stable random fields
- Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra
- The V/S test of long-range dependence in random fields
- VECTOR RANDOM FIELDS WITH LONG-RANGE DEPENDENCE
- Long‐Memory Time Series
- CLT and other limit theorems for functionals of Gaussian processes
- Limit theorems for Fourier transforms of functionals of Gaussian sequences
- 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
- Stochastic Models That Separate Fractal Dimension and the Hurst Effect
- Continuous-Time Stochastic Processes with Cyclical Long-Range Dependence
- The Invariance Principle for Stationary Processes
- Long memory with seasonal effects
This page was built for publication: Limit Theorems for Weighted Functionals of Cyclical Long-Range Dependent Random Fields