2 papers
math.PR2018
Contributions to the asymptotic study of Hermite driven processes
Thi Thanh Diu Tran
This thesis consists of two parts. Part I is an introduction to Hermite processes, Hermite random fields, Fisher information and to the papers constituting the thesis. More precise…
math.PR2016
Non-Central Limit Theorem for Quadratic Functionals of Hermite-Driven Long Memory Moving Average Processes
T. T. Diu Tran
Let denote a Hermite process of order and self-similarity parameter . Consider the Hermite-driven moving average proc…