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Rosenblatt, M.

Limit theorems for Fourier transforms of functionals of Gaussian sequences. (English) Zbl 0447.60016

Z. Wahrscheinlichkeitstheor. Verw. Geb. 55, 123-132 (1981).
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Cited in 1 Review
Cited in 26 Documents

MSC:

60F05 Central limit and other weak theorems
60G15 Gaussian processes
60G10 Stationary stochastic processes

Keywords:

nonlinear functions of stationary Gaussian sequences
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\textit{M. Rosenblatt}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 55, 123--132 (1981; Zbl 0447.60016)
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References:

[1] Brillinger, D., Time series: data analysis and theory (1975), New York: Holt, Rinehart and Winston, New York · Zbl 0321.62004
[2] Dobrushin, R. L., Gaussian and their subordinated self-similar random generalized fields, Ann. Probab., 7, 1-28 (1979) · Zbl 0392.60039
[3] Dobrushin, R. L.; Major, P., Non-central limit theorems for nonlinear functionals of Gaussian fields, Z. Wahrscheinlichkeitstheorie verw. Gebiete, 50, 27-52 (1979) · Zbl 0397.60034
[4] Major, P.: Limit theorems for nonlinear functionals of Gaussian sequences. [To be published in Z. Wahrscheinlichkeitstheorie verw. Gebiete] · Zbl 0444.60028
[5] Rosenblatt, M.: Independence and dependence, Proc. 4th Sympos. Math. Statist. Probab. 431-443. Univ. California (1961) · Zbl 0105.11802
[6] Rosenblatt, M., Some limit theorems for partial sums of quadratic forms in stationary Gaussian variables, Z. Wahrscheinlichkeitstheorie verw. Gebiete, 49, 125-132 (1979) · Zbl 0388.60048
[7] Taqqu, M. S., Weak convergence to fractional Brownian motion and to the Rosenblatt process, Z. Wahrscheinlichkeitstheorie verw. Gebiete, 31, 287-302 (1975) · Zbl 0303.60033
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