论文标题
关于普遍的Hermite型过程的平稳性属性
On stationarity properties of generalized Hermite-type processes
论文作者
论文摘要
该论文研究了在非中心限制定理中为远程依赖随机场的积分函数以非中心极限定理出现的广义赫米特型过程的特性。研究了增加多维域渐进性的情况。讨论了研究这些过程特性的三种方法。与经典的一维情况相反，这表明，对于多维观察窗口的任何选择，广义的Hermite型过程具有非平稳的增量。
The paper investigates properties of generalized Hermite-type processes that arise in non-central limit theorems for integral functionals of long-range dependent random fields. The case of increasing multidimensional domain asymptotics is studied. Three approaches to investigate properties of these processes are discussed. Contrary to the classical one-dimensional case, it is shown that for any choice of a multidimensional observation window the generalized Hermite-type process has non-stationary increments.
