Communications of the Korean Mathematical Society (대한수학회논문집)
- Volume 10 Issue 4
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- Pages.963-974
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- 1995
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- 1225-1763(pISSN)
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- 2234-3024(eISSN)
CENTRAL LIMIT THEOREMS FOR A VECTOR PROCESSES OF NON-LINEAR FUNCTIONALS OF GAUSSIAN SEQUENCES OF VECTORS
Abstract
We formulate central limit theorems for non-linear functionals of stationary Gaussian vector processes with long-range dependence.