Functional Limit Theorems for Toeplitz Quadratic Functionals of Continuous time Gaussian Stationary Processes
Probability
2015-04-30 v2
Abstract
\noindent The paper establishes weak convergence in of normalized stochastic processes, generated by Toeplitz type quadratic functionals of a continuous time Gaussian stationary process, exhibiting long-range dependence. Both central and non-central functional limit theorems are obtained.
Cite
@article{arxiv.1501.05574,
title = {Functional Limit Theorems for Toeplitz Quadratic Functionals of Continuous time Gaussian Stationary Processes},
author = {Shuyang Bai and Mamikon S. Ginovyan and Murad S. Taqqu},
journal= {arXiv preprint arXiv:1501.05574},
year = {2015}
}