Fractional integrals of stationary processes and the central limit theorem
Keyword(s):
A class of limit theorems involving asymptotic normality is derived for stationary processes whose spectral density has a singular behavior near frequency zero. Generally these processes have ‘long-range dependence’ but are generated from strongly mixing processes by a fractional integral or derivative transformation. Some related remarks are made about random solutions of the Burgers equation.
1976 ◽
Vol 13
(04)
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pp. 723-732
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1986 ◽
pp. 269-289
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2020 ◽
Vol 156
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pp. 108581
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1968 ◽
Vol 39
(4)
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pp. 1202-1209
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2014 ◽
Vol 43
(18)
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pp. 3777-3796
Keyword(s):