Convergence to a Gaussian limit as the normalization exponent tends to
| Year of publication: |
1991
|
|---|---|
| Authors: | Terrin, Norma ; Taqqu, Murad S. |
| Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 11.1991, 5, p. 419-427
|
| Publisher: |
Elsevier |
| Keywords: | Self-similar processes long-range dependence Wiener-Ito integrals |