Non-central Limit Theorems for Non-linear Functionals of k Gaussian Fields

M. V. S. Denaranjo

Journal of Multivariate Analysis, 1993, vol. 44, issue 2, 227-255

Abstract: Let {X1n}, ..., {Xkn} be k stationary Gaussian processes. Suppose H is a functional of k variables. We are interested in the asymptotic distribution of the sequence [formula] where AN are appropriate forming constants and assuming that the correlation matrix tends slowly to 0. The limit distribution is given in terms of a non-Gaussian process for some H.

Date: 1993
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