Invariance principles for non-isotropic long memory random fields
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11203-006-9001-9.pdf
Reference11 articles.
1. Billingsley P (1968) Convergence of probability measures. Wiley, New York
2. Breuer P, Major P (1983) Central limit theorems for non-linear functionals of gaussian fields. J Mulivar Analy 13:425–441
3. Dobrushin RL, Major P (1979) Non central limit theorems for non-linear functionals of gaussian fields. Z Warsch verw Geb 50:27–52
4. Doukhan P, Lang G, Surgailis D (2002) Asymptotics of weighted empirical processes of linear fields with long-rang dependence. Ann Inst Henri Poincaré 6:879–896
5. Gikhman II, Skorokhod AV (1965) Introduction to the theory of random processes. W. B. Saunders, Philadelphia
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