Some sojourn time problems for 2-dimensional Gaussian processes

This paper treats some 2-dimensional zero-mean stationary Gaussian processes with some long-range dependence and gives the limit theorems for the time spent by those processes in some domains in R2 as an application of the non-central limit theorem.

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Year of publication:	1986
Authors:	Maejima, Makoto
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 18.1986, 1, p. 52-69
Publisher:	Elsevier
Keywords:	stationary Gaussian processes long-range dependence sojourn time non-central limit theorem Rosenblatt distribution

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

Persistent link: https://www.econbiz.de/10005199752