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My bibliography Save this articleA central limit theorem for non-linear functionals of stationary Gaussian vector processes
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- Ho, Hwai-Chung & Sun, Tze-Chien, 1987. "A central limit theorem for non-instantaneous filters of a stationary Gaussian process," Journal of Multivariate Analysis, Elsevier, vol. 22(1), pages 144-155, June.
- Denaranjo, M. V. S., 1993. "Non-central Limit Theorems for Non-linear Functionals of k Gaussian Fields," Journal of Multivariate Analysis, Elsevier, vol. 44(2), pages 227-255, February.
- Breuer, Péter & Major, Péter, 1983. "Central limit theorems for non-linear functionals of Gaussian fields," Journal of Multivariate Analysis, Elsevier, vol. 13(3), pages 425-441, September.
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Cited by:
- Andriy Olenko & Dareen Omari, 2020. "Reduction Principle for Functionals of Vector Random Fields," Methodology and Computing in Applied Probability, Springer, vol. 22(2), pages 573-598, June.
- Zhao, Zhibiao & Wu, Wei Biao, 2007. "Asymptotic theory for curve-crossing analysis," Stochastic Processes and their Applications, Elsevier, vol. 117(7), pages 862-877, July.
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Keywords
Central limit theorem Stationary Gaussian vector processes Hermite polynomials Diagram formula;Statistics
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