The impact of the diagonals of polynomial forms on limit theorems with long memory

DOI10.3150/15-BEJ697zbMath1360.60048arXiv1403.7544MaRDI QIDQ502901

Shuyang Bai, Murad S. Taqqu

Publication date: 11 January 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.7544

zbMATH Keywords

diagonalslong memoryself-similar processesstochastic integralnoncentral limit theorempolynomial forms

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17)

Related Items (4)

Lower bound for local oscillations of Hermite processes ⋮ Structure of the third moment of the generalized Rosenblatt distribution ⋮ On rate of convergence in non-central limit theorems ⋮ Wavelet-type expansion of the generalized Rosenblatt process and its rate of convergence

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