Extension of the Hermite-process limit theorem to higher-order integrals
Extension of the Hermite-process limit theorem to higher-order integrals
Let . Under the setting and assumptions of Theorem nCLT, let be the stationary sequence and the normalization sequence defined there. The processes are considered in with the uniform metric.
Higher-order limit conjecture. The conclusion of Theorem nCLT continues to hold if ; that is, as ,
The cases are not established by the paper's method of moments because moment determinacy for the limiting multiple Gaussian integral either fails or is unknown; the conjecture extends the stated limit theorem beyond the cases and .
Progress summary
Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.
Sources & referencesView supporting material
Primary source
Shuyang Bai, “Limit Theorems for Conservative Flows on Multiple Stochastic Integrals”, arXiv:2005.07789 (2021).
Solutions 0
Sign in to submit a solution.
No solutions have been posted yet.