Limit theorems for functionals of Gaussian vectors |
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| Authors: | Hongshuai Dai Guangjun Shen Lingtao Kong |
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| Institution: | 1.School of Statistics,Shandong University of Finance and Economics,Jinan,China;2.Department of Mathematics,Anhui Normal University,Wuhu,China |
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| Abstract: | Operator self-similar processes, as an extension of self-similar processes, have been studied extensively. In this work, we study limit theorems for functionals of Gaussian vectors. Under some conditions, we determine that the limit of partial sums of functionals of a stationary Gaussian sequence of random vectors is an operator self-similar process. |
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