Limit theorems for functionals of Gaussian vectors
Author:
Publisher
Springer Science and Business Media LLC
Subject
Mathematics (miscellaneous)
Link
http://link.springer.com/article/10.1007/s11464-016-0620-1/fulltext.html
Reference21 articles.
1. Arcones M A. Limit theorems for nonlinear funcitonals of a stationary Gaussian sequence of vectors. Ann Probab, 1994, 22: 2242–2272
2. Chung C F. Sample means, sample autocovariances, and linear regression of stationary multivariate long memory processes. Econometric Theory, 2002, 18: 51–78
3. Cohen S, Meerschaert M M, Rosiński J. Modeling and simulation with operator scaling. Stochastic Process Appl, 2010, 120: 2390–2411
4. Dai H. Convergence in law to operator fractional Brownian motions. J Theoret Probab, 2013, 26: 676–696
5. David A. Lévy Processes and Stochastic Calculus. Cambridge: Cambridge Univ Press, 2004
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