paper

Weak convergence of weighted additive functionals of long-range dependent fields

arXiv:1710.01222

Abstract

We provide asymptotic results for the distribution of weighted nonlinear functionals of Gaussian field with long-range dependence. We also show that integral functionals and the corresponding additive functionals have same distributions under certain assumptions. The result is applied to integrals over a multidimensional rectangle with a constant weight function.

15 pages

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Weak convergence of weighted additive functionals of long-range dependent fields · wovepaper