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Continuous Breuer–Major theorem: Tightness and nonstationarity
8 references·1 citing·28 second hop
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this work references cited by second hop

References

  • 1979Convergence of integrated processes of arbitrary Hermite rank566 cited
  • 2005Central limit theorems for sequences of multiple stochastic integrals442 cited
  • 2012Selected Aspects of Fractional Brownian Motion255 cited
  • 2004Gaussian Limits for Vector-valued Multiple Stochastic Integrals249 cited
  • 2010Central and non-central limit theorems for weighted power variations of fractional Brownian motion127 cited
  • 2008A decomposition of the bifractional Brownian motion and some applications119 cited
  • 2018Introduction to Malliavin Calculus111 cited
  • 2008Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion72 cited

Cited by

  • 2021Averaging 2d stochastic wave equation21 cited

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