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

Avram, Florin, Leonenko, Nikolai and Sakhno, Ludmila 2015. Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities. Stochastic Processes and their Applications 125 (4) , pp. 1629-1652. 10.1016/j.spa.2014.11.010

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Abstract

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.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Mathematics
Subjects: Q Science > QA Mathematics
Uncontrolled Keywords: Integral of random fields; Asymptotic normality; Higher-order spectral densities; Hölder–Young–Brascamp–Lieb inequality
Publisher: Elsevier
ISSN: 0304-4149
Date of First Compliant Deposit: 30 March 2016
Date of Acceptance: 12 November 2014
Last Modified: 21 Jan 2021 03:06
URI: http://orca.cardiff.ac.uk/id/eprint/68355

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