The central limit theorem for a class of stochastic processes
نویسندگان
چکیده
منابع مشابه
Non-central limit theorem for the cubic variation of a class of selfsimilar stochastic processes
By using multiple Wiener-Itô stochastic integrals, we study the cubic variation of a class of selfsimilar stochastic processes with stationary increments (the Rosenblatt process with selfsimilarity order H ∈ ( 12 , 1)). This study is motivated by statistical purposes. We prove that this renormalized cubic variation satis es a non-central limit theorem and its limit is (in the L(Ω) sense) still ...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 1968
ISSN: 0022-247X
DOI: 10.1016/0022-247x(68)90047-4