Limit theorems for quadratic forms of linear processes-Reference-Cited by-同舟云学术

Limit theorems for quadratic forms of linear processes

Published:1984 Issue:4 Volume:23 Page:355-361
ISSN:0363-1672
Container-title:Lithuanian Mathematical Journal
language:en
Short-container-title:Lith Math J

Author:

Astrauskas A.

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics

Link

http://link.springer.com/content/pdf/10.1007/BF00973567.pdf

Reference12 articles.

1. D. Surgailis, ?On L2 and non-L2 multiple stochastic integration,? Lect. Notes Contr. Inf. Sci.,36, 211?226 (1981).

2. M. S. Taqqu and R. L. Wolpert, ?Infinite variance self-similar processes subordinated to a Poisson measure,? Techn. Rept. No. 506, Cornell University (1981).

3. A. Astrauskas, ?Stable self-similar fields,? Liet. Mat. Rinkinys,22, No. 3, 3?11 (1982).

4. M. Rosenblatt, ?Independence and dependence,? in: Proc. Fourth Symp. Math. Statist. Probab., University of California (1961), pp. 431?443.

5. Yu. A. Davydov, ?Invariance principle for stationary processes,? Teor. Veroyatn. Primen.,15, 498?509 (1970).

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