NECESSARY CONDITIONS FOR NONLINEAR FUNCTIONALS OF GAUSSIAN-PROCESSES TO SATISFY CENTRAL LIMIT-THEOREMS

被引：3

作者：

CHAMBERS, D ^{[1
]}

SLUD, E ^{[1
]}

机构：

[1] UNIV MARYLAND,DEPT MATH,COLLEGE PK,MD 20742

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1989年 / 32卷 / 01期

关键词：

D O I：

10.1016/0304-4149(89)90055-0

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：

引用

页码：93 / 107

页数：15

共 50 条

[1] CENTRAL LIMIT-THEOREMS FOR NONLINEAR FUNCTIONALS OF STATIONARY GAUSSIAN-PROCESSES
CHAMBERS, D
SLUD, E
PROBABILITY THEORY AND RELATED FIELDS, 1989, 80 (03) : 323 - 346
[2] LOCAL LIMIT-THEOREMS FOR FUNCTIONALS OF GAUSSIAN-PROCESSES
DAVYDOV, YA
THEORY OF PROBABILITY AND ITS APPLICATIONS, 1982, 26 (04) : 856 - 857
[3] CLT AND OTHER LIMIT-THEOREMS FOR FUNCTIONALS OF GAUSSIAN-PROCESSES
GIRAITIS, L
SURGAILIS, D
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1985, 70 (02): : 191 - 212
[4] ON LIMIT-THEOREMS FOR GAUSSIAN-PROCESSES
LAMPERTI, J
ANNALS OF MATHEMATICAL STATISTICS, 1965, 36 (01): : 304 - 310
[5] CENTRAL LIMIT-THEOREMS FOR EXTREME SOJOURNS OF STATIONARY GAUSSIAN-PROCESSES
BERMAN, SM
COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1991, 44 (8-9) : 925 - 938
[6] SPECTRAL CONDITIONS FOR SOJOURN AND EXTREME VALUE LIMIT-THEOREMS FOR GAUSSIAN-PROCESSES
BERMAN, SM
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1991, 39 (02) : 201 - 220
[7] NON-CENTRAL LIMIT-THEOREMS FOR NONLINEAR FUNCTIONALS OF GAUSSIAN FIELDS
DOBRUSHIN, RL
MAJOR, P
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1979, 50 (01): : 27 - 52
[8] REMARKS ON LIMIT-THEOREMS FOR NONLINEAR FUNCTIONALS OF GAUSSIAN SEQUENCES
ROSENBLATT, M
PROBABILITY THEORY AND RELATED FIELDS, 1987, 75 (01) : 1 - 10
[9] CENTRAL LIMIT-THEOREMS FOR THE LOCAL-TIMES OF CERTAIN MARKOV-PROCESSES AND THE SQUARES OF GAUSSIAN-PROCESSES
ADLER, RJ
MARCUS, MB
ZINN, J
ANNALS OF PROBABILITY, 1990, 18 (03): : 1126 - 1140
[10] GAUSSIAN LIMIT-THEOREMS FOR WIENER FUNCTIONALS
MARUYAMA, G
LECTURE NOTES IN MATHEMATICS, 1988, 1299 : 274 - 277

← 1 2 3 4 5 →