ON ASYMPTOTICS OF FUNCTIONALS OF RANDOM FIELDS WITH LONG-RANGE DEPENDENCE

DOI10.1017/S0004972720000131zbMath1444.60041OpenAlexW3007285528MaRDI QIDQ5110156

Tareq Alodat

Publication date: 15 May 2020

Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0004972720000131

zbMATH Keywords

additive functionalslong-range dependenceself-similar processesHermite distributionsfiltered random fields

Mathematics Subject Classification ID

Random fields (60G60) Inference from spatial processes (62M30) Random fields; image analysis (62M40) Functional limit theorems; invariance principles (60F17)

Cites Work

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• Sojourn measures of Student and Fisher-Snedecor random fields
• Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions
• Tauberian and Abelian theorems for long-range dependent random fields
• Weak convergence of weighted additive functionals of long-range dependent fields
• Limit theorems for non-linear functionals of Gaussian sequences
• Some limit theorems for partial sums of quadratic forms in stationary Gaussian variables
• Long-Memory Processes

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