论文信息 - Limit theorems for Fourier transforms of functionals of Gaussian sequences

Limit theorems for Fourier transforms of functionals of Gaussian sequences

SummaryLimit theorems with a non-Gaussian (in fact nonstable) limiting distribution have been obtained under suitable conditions for partial sums of instantaneous nonlinear functions of stationary Gaussian sequences with long range dependence. Analogous limit theorems are here obtained for finite Fourier transforms of instantaneous nonlinear functions of stationary Gaussian sequences with long range dependence.

Murray Rosenblatt

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