Skip to main content

The domain of attraction of a non-gaussian self-similar process with finite variance

  • Conference paper
  • First Online:
Probability Theory and Mathematical Statistics

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1299))

  • 917 Accesses

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 44.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 59.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. R.L. Dobrushin and P. Major; Non-central limit theorems for non-linear functionals of Gaussian fields. Z.Wahr.G.50(1979),27–52.

    Article  MathSciNet  MATH  Google Scholar 

  2. L. Giraitis and D. Surgailis; CLT and other limit theorems for functionals of Gaussian processes. Z.Wahr.G.7(1985),191–212.

    MathSciNet  MATH  Google Scholar 

  3. P. Major; Limit theorems for non-linear functionals of Gaussian sequences Z.Wahr.G.(19891),1–14.

    Google Scholar 

  4. G.W. Morgenthaler; A central limit theorem for uniformly bounded orthoganal systems. Tran.A.M.S. vol.79(1955),281–311.

    Article  MathSciNet  MATH  Google Scholar 

  5. M.S. Taqqu; Weak convergence to fractional Brownian motion and to the Rosenblatt process. Z.Wahr.G.31(1975),287–603.

    Article  MathSciNet  MATH  Google Scholar 

  6. P. Révész; The laws of large numbers. Probability and Mathematical Statistics. Academic press, 1968.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Shinzo Watanabe Jurii Vasilievich Prokhorov

Rights and permissions

Reprints and permissions

Copyright information

© 1988 Springer-Verlag

About this paper

Cite this paper

Kôno, N. (1988). The domain of attraction of a non-gaussian self-similar process with finite variance. In: Watanabe, S., Prokhorov, J.V. (eds) Probability Theory and Mathematical Statistics. Lecture Notes in Mathematics, vol 1299. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0078473

Download citation

  • DOI: https://doi.org/10.1007/BFb0078473

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-18814-8

  • Online ISBN: 978-3-540-48187-4

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics