• Title of article

    Non-central Limit Theorems for Non-linear Functionals of k Gaussian Fields

  • Author/Authors

    Denaranjo، نويسنده , , M.V.S.، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 1993
  • Pages
    29
  • From page
    227
  • To page
    255
  • Abstract
    Let {X1n}, ..., {Xkn} be k stationary Gaussian processes. Suppose H is a functional of k variables. We are interested in the asymptotic distribution of the sequence [formula] where AN are appropriate forming constants and assuming that the correlation matrix tends slowly to 0. The limit distribution is given in terms of a non-Gaussian process for some H.
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    1993
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1556938