Long-memory Hermite functional processes in functional time series spectral asymptotics

M. C. Düker, P. Zoubouloglou, M. D. Ruiz-Medina

Functional Non-Central Limit Theorems (NCLTs) are derived, in the functional spectral domain (see RuizMedina, 2022), for square integrable transformations, mapping an H_{1}-valued…