Functional Limit Theorems for Toeplitz Quadratic Functionals of Continuous time Gaussian Stationary Processes

preprint2015arXivOpen access

Abstract

\noindent The paper establishes weak convergence in C[0,1]C[0,1] of normalized stochastic processes, generated by Toeplitz type quadratic functionals of a continuous time Gaussian stationary process, exhibiting long-range dependence. Both central and non-central functional limit theorems are obtained.

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