Weak convergence of weighted additive functionals of long-range\n dependent fields

2017/10/03 by Tareq Alodat, Alodat, Tareq, Andriy Olenko +1
Economics, Econometrics and Finance · Mathematics · #60F05 #60G12 #60G60 #Advanced Harmonic Analysis Research #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #advanced mathematical theories

paper · pdf · doi:10.48550/arxiv.1710.01222

openalex publication_date 2017/10/03 · openalex created_date 2022/10/01 · openalex updated_date 2026/07/28

Abstract

We provide asymptotic results for the distribution of weighted nonlinear\nfunctionals of Gaussian field with long-range dependence. We also show that\nintegral functionals and the corresponding additive functionals have same\ndistributions under certain assumptions. The result is applied to integrals\nover a multidimensional rectangle with a constant weight function.\n

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