Limit theorems for filtered long-range dependent random fields
From MaRDI portal
Publication:5086532
DOI10.1080/17442508.2019.1691211zbMath1490.60125arXiv1812.07290OpenAlexW2991030704MaRDI QIDQ5086532
Tareq Alodat, Nikolai N. Leonenko, Andrew Ya. Olenko
Publication date: 5 July 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.07290
long-range dependenceself-similar processesnon-central limit theoremHurst parameterfiltered random fields
Random fields (60G60) Central limit and other weak theorems (60F05) Signal detection and filtering (aspects of stochastic processes) (60G35) Functional limit theorems; invariance principles (60F17)
Related Items (2)
On stationarity properties of generalized Hermite-type processes ⋮ Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Functional limit theorems for generalized variations of the fractional Brownian sheet
- Properties and numerical evaluation of the Rosenblatt distribution
- Sojourn measures of Student and Fisher-Snedecor random fields
- Central and non-central limit theorems in a free probability setting
- On the rate of convergence to Rosenblatt-type distribution
- Wiener chaos: Moments, cumulants and diagrams. A survey with computer implementation
- A representation for self-similar processes
- Scaling limits of solutions of the heat equation for singular non-Gaussian data
- Stratified structure of the Universe and Burgers' equation -- a probabilistic approach
- Central limit theorem for Lipschitz-Killing curvatures of excursion sets of Gaussian random fields
- Exact parabolic asymptotics for singular \(n\)-D Burgers' random fields: Gaussian approximation
- Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra
- Reduction principle for functionals of strong-weak dependent vector random fields
- Reduction principle for functionals of vector random fields
- On rate of convergence in non-central limit theorems
- Semiparametric analysis of long-range dependence in nonlinear regression
- Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions
- A characterization of the infinitely divisible squared Gaussian processes
- Tauberian and Abelian theorems for long-range dependent random fields
- Stochastic processes and filtering theory
- Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence
- Weak convergence of weighted additive functionals of long-range dependent fields
- Scaling Limits for Some P.D.E. Systems with Random Initial Conditions
- Limit theorems for non-linear functionals of Gaussian sequences
- Limit theorems for Fourier transforms of functionals of Gaussian sequences
- Weak convergence to fractional brownian motion and to the rosenblatt process
- Some limit theorems for partial sums of quadratic forms in stationary Gaussian variables
- Convergence of integrated processes of arbitrary Hermite rank
- Non-central limit theorems for non-linear functional of Gaussian fields
- Limit Theorems for Weighted Functionals of Cyclical Long-Range Dependent Random Fields
- Estimation of cyclic long‐memory parameters
- Non-central limit theorems for functionals of random fields on hypersurfaces
- A limit theorem for random fields with a singularity in the spectrum
- MULTIVARIATE LIMIT THEOREMS IN THE CONTEXT OF LONG‐RANGE DEPENDENCE
- The Invariance Principle for Stationary Processes
This page was built for publication: Limit theorems for filtered long-range dependent random fields