A central limit theorem for non-instantaneous filters of a stationary Gaussian process
type: Item
instance of: scholarly article
title: A central limit theorem for non-instantaneous filters of a stationary Gaussian process
zbMATH Open document ID: 0623.60037
DOI: 10.1016/0047-259X(87)90082-0
author: Hwai-Chung Ho
author: Tze-Chien Sun
published in: Journal of Multivariate Analysis
publication date: 1987-01-01T00:00:00Z
review text: Etant donné une suite gaussienne stationnaire, un filtre non- instantané est une fonction possiblement non linéaire de d états de la suite, \(d>1\). Confirmant une conjecture de \textit{P. Breuer} et \textit{P. Major} [J. Multivariate Anal. 13, 425-441 (1983; Zbl 0518.60023)], les auteurs démontrent un théorème limite central pour une certaine classe de ces filtres. Ce résultat est ensuite appliqué à l'étude du comportement asymptotique du nombre de passages par 0 d'une suite gaussienne stationnaire.
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 60G10
zbMATH DE Number: 4011547
reviewed by: Jean-Claude Massé
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4011547