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Noncentral limit theorem for the generalized Rosenblatt process
dc.contributor.author | Bell, Denis | |
dc.contributor.author | Nualart, David | |
dc.date.accessioned | 2018-11-13T19:50:42Z | |
dc.date.available | 2018-11-13T19:50:42Z | |
dc.date.issued | 2017 | |
dc.identifier.citation | Bell, Denis; Nualart, David. Noncentral limit theorem for the generalized Hermite process. Electron. Commun. Probab. 22 (2017), paper no. 66, 13 pp. doi:10.1214/17-ECP99. https://projecteuclid.org/euclid.ecp/1511427621 | en_US |
dc.identifier.uri | http://hdl.handle.net/1808/27322 | |
dc.description.abstract | We use techniques of Malliavin calculus to study the convergence in law of a family of generalized Rosenblatt processes Zγ with kernels defined by parameters γ taking values in a tetrahedral region Δ of $\RR^q$. We prove that, as γ converges to a face of Δ, the process Zγ converges to a compound Gaussian distribution with random variance given by the square of a Rosenblatt process of one lower rank. The convergence in law is shown to be stable. This work generalizes a previous result of Bai and Taqqu, who proved the result in the case q=2 and without stability. | en_US |
dc.publisher | Institute of Mathematical Statistics | en_US |
dc.rights | This article is distributed under the terms of the Creative Commons Attribution License (CC-BY 4.0), which permits any use, distribution and reproduction in any medium, provided the original author(s) and source are credited. | en_US |
dc.rights.uri | https://creativecommons.org/licenses/by/4.0/ | en_US |
dc.title | Noncentral limit theorem for the generalized Rosenblatt process | en_US |
dc.type | Article | en_US |
kusw.kuauthor | Nualart, David | |
kusw.kudepartment | Mathematics | en_US |
dc.identifier.doi | 10.1214/17-ECP99 | |
kusw.oaversion | Scholarly/refereed, publisher version | en_US |
kusw.oapolicy | This item meets KU Open Access policy criteria. | en_US |
dc.rights.accessrights | openAccess | en_US |