NONCENTRAL LIMIT-THEOREMS FOR QUADRATIC-FORMS IN RANDOM-VARIABLES HAVING LONG-RANGE DEPENDENCE

被引：47

作者：

FOX, R

TAQQU, MS

机构：

来源：

关键词：

D O I：

10.1214/aop/1176993001

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：428 / 446

页数：19

共 11 条

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[J]. ANNALS OF PROBABILITY, 1979, 7 (01) : 1 - 28
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[9] CONVERGENCE OF INTEGRATED PROCESSES OF ARBITRARY HERMITE RANK
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[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1979, 50 (01): : 53 - 83
[10] WEAK CONVERGENCE TO FRACTIONAL BROWNIAN-MOTION AND TO ROSENBLATT PROCESS
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[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1975, 31 (04): : 287 - 302