Limit theorems for the non-linear functional of stationary Gaussian processes

Journal of Multivariate Analysis

Volumn 80, Issue 2, 2002, Pages 191-216

  Hariz, Samir Ben ^a  

^a UNIVERSITÉ DU MAINE   (France)

Author keywords

Empirical processes; Functional central limit theorems; Gaussian processes; Rosenthal type inequalities; Weakly dependent processes

Indexed keywords

EID: 0036119233     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.2001.1986     Document Type: Article

References (15)

1. Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
2. "Sojourns and Extremes of Stochastic Processes"
3. "Convergence of Probability Measures"
4. Central limit theorems for non-linear functional of Gaussian fields
5. Central limit theorems for nonlinear functional of stationary Gaussian processes
6. The empirical process of a short-range dependent stationary sequence under Gaussian subordination
7. Non-central limit theorems for non-linear functional of Gaussian fields
8. Invariance principles for absolutely regular empirical processes
9. Multivariate Appel polynomials and the central limit theorem
10. "Independent and Stationary Sequences of Variables Random"
11. "Sums of Independent Random Variables"
12. Weak convergence for weighted empirical processes of dependent sequences
13. Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
14. Convergence of integrated processes of arbitrary Hermite rank