NON-CENTRAL LIMIT THEOREMS AND CONVERGENCE RATES

被引：0

作者：

Vo Anh ^{[1
]}

Olenko, Andriy ^{[2
]}

Vaskovych, V. ^{[2
]}

机构：

[1] Queensland Univ Technol, Sch Math Sci, Brisbane, Qld 4001, Australia

[2] La Trobe Univ, Dept Math & Stat, Melbourne, Vic 3086, Australia

来源：

THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS | 2016年 / 95卷

基金：

澳大利亚研究理事会;

关键词：

Non-central limit theorems; Rate of convergence; Random field; Long-range dependence; Rosenblatt-type distributions;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper surveys some recent developments in non-central limit theorems for long-range dependent random processes and fields. We describe an increasing domain framework for asymptotic behavior of functionals of random processes and fields. Recent results on the rate of convergence to the Hermite-type distributions in non-central limit theorems are presented. The use of these results is demonstrated through an application to the case of Rosenblatt-type distributions.

引用

页码：2 / 13

页数：12

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