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Stochastic Analysis and Applications Volume 25, 2007 - Issue 5
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Original Articles

Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem

Makoto Maejima Department of Mathematics, Keio University, Yokohama, JapanCorrespondence[email protected]
&
Ciprian A. Tudor Samos-Matisse, Centre d'Economie de La Sorbonne, Université de Panthéon-Sorbonne Paris 1, Paris, France
Pages 1043-1056 | Published online: 30 Aug 2007

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Khalifa Es-Sebaiy. (2023) Gaussian and hermite Ornstein–Uhlenbeck processes. Stochastic Analysis and Applications 41:2, pages 394-423.
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Qian Yu. (2020) Statistical inference for Vasicek-type model driven by self-similar Gaussian processes. Communications in Statistics - Theory and Methods 49:2, pages 471-484.
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V. M. Radchenko. (2019) Averaging principle for equation driven by a stochastic measure. Stochastics 91:6, pages 905-915.
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P. Čoupek. (2018) Limiting measure and stationarity of solutions to stochastic evolution equations with Volterra noise. Stochastic Analysis and Applications 36:3, pages 393-412.
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Litan Yan, Yumiao Li & Di Wu. (2017) Approximation of the Rosenblatt process by semimartingales. Communications in Statistics - Theory and Methods 46:9, pages 4556-4578.
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