Convergence of long-memory discrete kth order Volterra processes

Bai, ShuyangTaqqu, Murad S.2019-08-292019-08-292015-05-01Shuyang Bai, Murad S Taqqu. 2015. "Convergence of long-memory discrete kth order Volterra processes." STOCHASTIC PROCESSES AND THEIR APPLICATIONS, Volume 125, Issue 5, pp. 2026 - 2053 (28). https://doi.org/10.1016/j.spa.2014.12.0060304-41491879-209Xhttps://hdl.handle.net/2144/37503We obtain limit theorems for a class of nonlinear discrete-time processes X(n) called the kth order Volterra processes of order k. These are moving average kth order polynomial forms: X(n)=∑02026 - 2053 (28)Statistics & probabilityMathematicsLong memoryLong-range dependenceVolterra processWiener chaosWienerStratonovichLimit theoremsStatisticsConvergence of long-memory discrete kth order Volterra processesArticle10.1016/j.spa.2014.12.0060000-0002-1145-9082 (Taqqu, Murad S)37786