Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities

We obtain central limit theorems for additive functionals of stationary fields under integrability conditions on the higher-order spectral densities. The proofs are based on the Hölder–Young–Brascamp–Lieb inequality.

MoreLess

Year of publication:	2015
Authors:	Avram, Florin ; Leonenko, Nikolai ; Sakhno, Ludmila
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 125.2015, 4, p. 1629-1652
Publisher:	Elsevier
Subject:	Integral of random fields \| Asymptotic normality \| Higher-order spectral densities \| Hölder–Young–Brascamp–Lieb inequality

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011194134