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<P ALIGN=RIGHT><FONT SIZE=+4>54</FONT><P>
Convergence in distribution
of sums of bivariate Appell polynomials with long
range dependence
Norma Terrin
Murad S. Taqqu
Abstract:
Normalized quadratic forms of moving averages converge to double
Wiener-Itô integrals if the summands are sufficiently dependent. This result
extends to sums of bivariate Appell polynomials of arbitrary degree.