Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra
classification
🧮 math.PR
keywords
gaussiannonlinearprocessessingularspectrastationaryfunctionalslimit
read the original abstract
The limit Gaussian distribution of multivariate weighted functionals of nonlinear transformations of Gaussian stationary processes, having multiple singular spectra, is derived, under very general conditions on the weight function. This paper is motivated by its potential applications in nonlinear regression, and asymptotic inference on nonlinear functionals of Gaussian stationary processes with singular spectra.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.