Summary
Normalized quadratic forms of moving averages converge to double Wiener-Itô integrals if the summands are sufficiently dependent. This result extends to sums of bivariate Appell polynomials of arbitrary degree.
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This research was supported at Boston University by the National Science Foundation grant DMS-88-05627 and by the AFSOR grant 89-0115
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Terrin, N., Taqqu, M.S. Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence. Probab. Th. Rel. Fields 90, 57–81 (1991). https://doi.org/10.1007/BF01321134
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DOI: https://doi.org/10.1007/BF01321134
Keywords
- Stochastic Process
- Probability Theory
- Quadratic Form
- Mathematical Biology
- Arbitrary Degree