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arXiv · 1501.05574

Functional Limit Theorems for Toeplitz Quadratic Functionals of Continuous time Gaussian Stationary Processes

Shuyang Bai·Mamikon S. Ginovyan·Murad S. Taqqu
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Abstract

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

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Shuyang Bai, Mamikon S. Ginovyan, Murad S. Taqqu. 2015-04-29. Functional Limit Theorems for Toeplitz Quadratic Functionals of Continuous time Gaussian Stationary Processes. https://arxiv.org/abs/1501.05574

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