Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Non-central limit theorem"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Fractional Brownian sheet
1
Hermite sheet
1
Long-memory process
1
Malliavin calculus
1
Multiple Wiener–Itô integrals
1
Non-central limit theorem
1
Rosenblatt process
1
Whittle estimator
1
central limit theorem
1
non-central limit theorem
1
power variation
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
1
Book / Working Paper
1
Language
All
Undetermined
2
Author
All
Bardet, Jean-Marc
1
Pakkanen, Mikko S.
1
Réveillac, Anthony
1
Tudor, Ciprian
1
Institution
All
School of Economics and Management, University of Aarhus
1
Published in...
All
CREATES Research Papers
1
Journal of Multivariate Analysis
1
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Functional limit theorems for generalized variations of the fractional Brownian sheet
Pakkanen, Mikko S.
;
Réveillac, Anthony
-
School of Economics and Management, University of Aarhus
-
2014
-parameter fractional Brownian sheet (fBs) for any natural number d. Whether the central or the
non-central
limit
theorem
applies depends on …
Persistent link: https://www.econbiz.de/10010851193
Saved in:
2
Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process
Bardet, Jean-Marc
;
Tudor, Ciprian
- In:
Journal of Multivariate Analysis
131
(
2014
)
C
,
pp. 1-16
estimator. Via chaos expansion into multiple stochastic integrals, we establish a
non-central
limit
theorem
satisfied by this …
Persistent link: https://www.econbiz.de/10010930752
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
