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Korean Mathematical Society JKMS

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J. Korean Math. Soc. 2000; 37(1): 1-19

Printed January 1, 2000

Copyright © The Korean Mathematical Society.

Non-central limit theorem for non-linear vector functions of Gaussian vector processes

Tae Il Jeon

Taejon University

Abstract

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We formulate a non-central limit theorem for non-linear functionals of stationary Gaussian vector processes with dependence.

Keywords: non-central limit theorem

MSC numbers: 60F05

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