Central Limit Theorems and Quadratic Variations in terms of Spectral Density - Archive ouverte HAL
Article Dans Une Revue Electronic Journal of Probability Année : 2011

Central Limit Theorems and Quadratic Variations in terms of Spectral Density

Hermine Biermé
  • Fonction : Auteur
  • PersonId : 946725
José R. Leon
  • Fonction : Auteur
  • PersonId : 872924

Résumé

We give a new proof and provide new bounds for the speed of convergence in the Central Limit Theorems of Breuer Major on stationary Gaussian time series. Our assumptions are given in terms of the spectral density of the time series. We then consider generalized quadratic variations of Gaussian fields with stationary increments under the assumption that their spectral density is asymptotically self-similar and prove Central Limit Theorems in this context.
Fichier principal
Vignette du fichier
CLTQV_preprint1.pdf (329.42 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-00497795 , version 1 (05-07-2010)
hal-00497795 , version 2 (01-08-2010)

Identifiants

  • HAL Id : hal-00497795 , version 2

Citer

Hermine Biermé, Aline Bonami, José R. Leon. Central Limit Theorems and Quadratic Variations in terms of Spectral Density. Electronic Journal of Probability, 2011, 16, pp.362--395. ⟨hal-00497795v2⟩
198 Consultations
215 Téléchargements

Partager

More