Limit theorems for functionals of Gaussian vectors

被引：2

作者：

Dai, Hongshuai ^{[1
]}

Shen, Guangjun ^{[2
]}

Kong, Lingtao ^{[1
]}

机构：

[1] Shandong Univ Finance & Econ, Sch Stat, Jinan 250014, Peoples R China

[2] Anhui Normal Univ, Dept Math, Wuhu 241000, Peoples R China

来源：

FRONTIERS OF MATHEMATICS IN CHINA | 2017年 / 12卷 / 04期

基金：

中国国家自然科学基金;

关键词：

Gaussian vector; operator self-similar process; operator fractional Brownian motion; scaling limit; SELF-SIMILAR PROCESSES; WEAK-CONVERGENCE;

D O I：

10.1007/s11464-016-0620-1

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Operator self-similar processes, as an extension of self-similar processes, have been studied extensively. In this work, we study limit theorems for functionals of Gaussian vectors. Under some conditions, we determine that the limit of partial sums of functionals of a stationary Gaussian sequence of random vectors is an operator self-similar process.

引用

页码：821 / 842

页数：22

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