Limit theorems for filtered long-range dependent random fields

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

zbMATH Keywords

long-range dependenceself-similar processesnon-central limit theoremHurst parameterfiltered random fields

Mathematics Subject Classification ID

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

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