Noncentral Limit Theorems and Appell Polynomials
Work
Year: 1987
Type: article
Abstract: Let $X_i$ be a stationary moving average with long-range dependence. Suppose $EX_i = 0$ and $EX^{2n}_i < \infty$ for some $n \geq 2$. When the $X_i$ are Gaussian, then the Hermite polynomials play a f... more
Source: The Annals of Probability
Authors Florin Avram, Murad S. Taqqu
Cites:
Cited by: 175
Related to: 10
FWCI: 1.356
Citation percentile (by year/subfield): 96.48
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze