科研之友
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摘要
We study the limit law of a vector made up of normalized sums of functions of long-range dependent stationary Gaussian series. Depending on the memory parameter of the Gaussian series and on the Hermite ranks of the functions, the resulting limit law may be (a) a multi-variate Gaussian process involving dependent Brownian motion marginals, (b) a multi-variate process involving dependent Hermite processes as marginals or (c) a combination. We treat cases (a) and (b) in general and
- 出版日期2013-11
