Article ID Journal Published Year Pages File Type
1151848 Statistics & Probability Letters 2015 10 Pages PDF
Abstract

The paper establishes weak convergence in C[0,1]C[0,1] 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.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes
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