Long-range dependence and the ranks of decompositions - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue Contemporary mathematics Année : 2013

Long-range dependence and the ranks of decompositions

Résumé

We review and compare different methodologies for studying the asymptotic behavior of partial sums of nonlinear functionals of the following type (équations voir document ci-joint) in the long-range dependence setting. Here (équations voir document ci-joint) is either a stationary mean-zero Gaussian process or a linear process. The methodologies, we consider, are based on different decompositions of the function h. This includes the decomposition of [Sur82] and of [HH97] in the case of linear processes. The so-called "rank" of these decompositions plays an essential role. We show that all ranks coincide when the function h is a polynomial.
Fichier principal
Vignette du fichier
Levy-Leduc:Taqqu:2013_1.pdf (395.47 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01001307 , version 1 (28-05-2020)

Identifiants

  • HAL Id : hal-01001307 , version 1
  • PRODINRA : 185680

Citer

Celine C. Levy Leduc, Murad M. Taqqu. Long-range dependence and the ranks of decompositions. Contemporary mathematics, 2013, pp.1-14. ⟨hal-01001307⟩
51 Consultations
12 Téléchargements

Partager

Gmail Facebook X LinkedIn More