Non-central limit theorems and convergence rates

Anh, Vo; Olenko, Andriy; Vaskovych, V.

doi:10.1090/tpms/1019

Non-central limit theorems and convergence rates

Authors: Vo Anh, Andriy Olenko and V. Vaskovych
Journal: Theor. Probability and Math. Statist. 95 (2017), 3-15
MSC (2010): Primary 60G60, 60F05, 60G12
DOI: https://doi.org/10.1090/tpms/1019
Published electronically: February 28, 2018
MathSciNet review: 3631641
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Abstract: This paper surveys some recent developments in non-central limit theorems for long-range dependent random processes and fields. We describe an increasing domain framework for asymptotic behavior of functionals of random processes and fields. Recent results on the rate of convergence to the Hermite-type distributions in non-central limit theorems are presented. The use of these results is demonstrated through an application to the case of Rosenblatt-type distributions.

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