Convergence of certain nonlinear transformations of a Gaussian sequence to self-similar processes
type: Item
instance of: scholarly article
title: Convergence of certain nonlinear transformations of a Gaussian sequence to self-similar processes
zbMATH Open document ID: 0526.60031
DOI: 10.1007/BF00968589
author: L. Giraitis
published in: Lithuanian Mathematical Journal
publication date: 1983-01-01T00:00:00Z
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60G10
zbMATH DE Number: 3835041
zbMATH Keywords: long range dependence
zbMATH Keywords: self-similar process
zbMATH Keywords: multiple Ito integral
zbMATH Keywords: non- linear transformation
zbMATH Keywords: spectral density
MaRDI profile type: Publication
cites work: Non-central limit theorems for non-linear functional of Gaussian fields
cites work: Multiple Wiener-Ito integrals. With applications to limit theorems
cites work: Limit theorems for Fourier transforms of functionals of Gaussian sequences
cites work: Convergence of integrated processes of arbitrary Hermite rank
cites work: On Lacunary Trigonometric Series
description: scientific article; zbMATH DE number 3835041