Limit theorems for functionals of Gaussian vectors

2014/09/05 by Hongshuai Dai, Dai, Hongshuai, Guangjun Shen +3
Economics, Econometrics and Finance · Mathematics · #60F17 #60G15 #FOS: Mathematics #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and financial applications #advanced mathematical theories

paper · pdf · doi:10.48550/arxiv.1409.1646

openalex publication_date 2014/09/05 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Operator self-similar processes, as an extension of self-similar processes, have been studied extensively. In this work, we study limit theorems for functionals of Gaussian vectors. Under some conditions, we determine that the limit of partial sums of functionals of a stationary Gaussian sequence of random vectors is an operator self-similar process

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