Limit theorems for integral functionals of Hermite-driven processes

Valentin Garino, Ivan Nourdin, David Nualart +1

Consider a moving average process $X$ of the form $X(t)={\int }_{-\infty }^{t}x(t-u)d{Z}_u$, $t\ge 0$, where $Z$ is a (non Gaussian) Hermite process of order $q\ge 2$ and $x:\mathbb{R}_…