A noncentral limit theorem for quadratic forms of Gaussian stationary sequences
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Publication:757986
DOI10.1007/BF01061262zbMath0724.60048MaRDI QIDQ757986
Publication date: 1990
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
long-range dependencestationary Gaussian sequencesWiener-Itô integralnon-Gaussian self- similar process
Gaussian processes (60G15) General second-order stochastic processes (60G12) Stochastic integrals (60H05) Self-similar stochastic processes (60G18)
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