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Central limit theorem for functionals of a generalized self-similar Gaussian process

  • Published:2018-02 Issue:2 Volume:128 Page:404-425
  • ISSN:0304-4149
  • Container-title:Stochastic Processes and their Applications
  • language:en
  • Short-container-title:Stochastic Processes and their Applications

Author:

Harnett Daniel,Nualart David

Funder

Army Research Office

National Science Foundation

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference19 articles.

1. Convergence of Probability Measures;Billingsley,1999

2. Sub-fractional Brownian motion and its relation to occupation times;Bojdecki;Statist. Probab. Lett.,2004

3. Central limit theorems for nonlinear functionals of Gaussian fields;Breuer;J. Multivariate Anal.,1983

4. Limit theorems for nonlinear functionals of Volterra processes via white noise analysis;Darses;Bernoulli,2010

5. From infinite urn schemes to decompositions of self-similar Gaussian processes;Durieu;Electronic J. Probability,2016

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