CLT AND OTHER LIMIT-THEOREMS FOR FUNCTIONALS OF GAUSSIAN-PROCESSES

被引:107
作者
GIRAITIS, L
SURGAILIS, D
机构
来源
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1985年 / 70卷 / 02期
关键词
D O I
10.1007/BF02451428
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
收藏
页码:191 / 212
页数:22
相关论文
共 25 条
[1]  
BENTKUS R, 1977, LIETUVOS MATEMATIKOS, V17, P27
[2]   CENTRAL LIMIT-THEOREMS FOR NON-LINEAR FUNCTIONALS OF GAUSSIAN FIELDS [J].
BREUER, P ;
MAJOR, P .
JOURNAL OF MULTIVARIATE ANALYSIS, 1983, 13 (03) :425-441
[3]  
Brillinger D. R., 1975, TIME SERIES DATA ANA
[4]   NON-CENTRAL LIMIT-THEOREMS FOR NONLINEAR FUNCTIONALS OF GAUSSIAN FIELDS [J].
DOBRUSHIN, RL ;
MAJOR, P .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1979, 50 (01) :27-52
[5]   GAUSSIAN AND THEIR SUBORDINATED SELF-SIMILAR RANDOM GENERALIZED FIELDS [J].
DOBRUSHIN, RL .
ANNALS OF PROBABILITY, 1979, 7 (01) :1-28
[6]  
GIRAITIS L, 1984, THESIS VILNIUS
[7]  
Giraitis L., 1985, LITHUANIAN MATH J, V25, P43
[8]  
GORODECKII VV, 1980, ZAP NAUCHN SEMIN LEN, V97, P34
[9]  
Ibragimov I., 1971, INDEPENDENT STATIONA
[10]  
IBRAGIMOV IA, 1962, TEOR VEROYA PRIMEN, V7, P361