Pages that link to "Item:Q1071370"

The following pages link to Central limit theorems for quadratic forms in random variables having long-range dependence (Q1071370):

Displaying 50 items.

• Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (Q274926) (← links)
• Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
• Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations (Q391793) (← links)
• Error bounds for approximations of traces of products of truncated Toeplitz operators (Q470102) (← links)
• The trace problem for Toeplitz matrices and operators and its impact in probability (Q485898) (← links)
• Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes (Q491694) (← links)
• The universality of homogeneous polynomial forms and critical limits (Q501838) (← links)
• A note on central limit theorems for quadratic variation in case of endogenous observation times (Q521334) (← links)
• Central limit theorems and quadratic variations in terms of spectral density (Q638390) (← links)
• Some convergence results on quadratic forms for random fields and application to empirical covariances (Q639875) (← links)
• The asymptotic behavior of quadratic forms in \(\varphi\)-mixing random variables (Q732151) (← links)
• A note on approximations of traces of products of truncated Toeplitz matrices (Q736267) (← links)
• On the trace approximation problem for truncated Toeplitz operators and matrices (Q736390) (← links)
• A noncentral limit theorem for quadratic forms of Gaussian stationary sequences (Q757986) (← links)
• Convergence to a Gaussian limit as the normalization exponent tends to 1/2 (Q806155) (← links)
• Parameter estimates for fractional autoregressive spatial processes (Q817983) (← links)
• Approximations and limit theory for quadratic forms of linear processes (Q873607) (← links)
• Limit theorems for Toeplitz quadratic functionals of continuous-time stationary processes (Q880943) (← links)
• Wavelet variance analysis for gappy time series (Q907025) (← links)
• Central limit theorem for polynomial forms. I (Q918562) (← links)
• \(L^p\)-variations for multifractal fractional random walks (Q930681) (← links)
• Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields (Q971939) (← links)
• Noncentral limit theorems for quadratic forms in random variables having long-range dependence (Q1060763) (← links)
• A central limit theorem for generalized quadratic forms (Q1078900) (← links)
• Limit theorems for quadratic forms of linear processes (Q1079279) (← links)
• On bilinear forms in Gaussian random variables and Toeplitz matrices (Q1105276) (← links)
• Functional CLT for nonparametric estimates of the spectrum and change- point problem for a spectral function (Q1174048) (← links)
• Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence (Q1175664) (← links)
• Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence (Q1208963) (← links)
• Limit theorems for quadratic forms with applications to Whittle's estimate (Q1296590) (← links)
• Convergence of normalized quadratic forms (Q1304371) (← links)
• Central limit theorems for quadratic forms with time-domain conditions (Q1307086) (← links)
• On Toeplitz type quadratic functionals of stationary Gaussian processes (Q1343609) (← links)
• A limit theory for long-range dependence and statistical inference on related models (Q1355171) (← links)
• The asymptotic behavior of quadratic forms in heavy-tailed strongly dependent random variables (Q1382493) (← links)
• Gaussian inference on certain long-range dependent volatility models (Q1398961) (← links)
• Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process (Q1429318) (← links)
• A central limit theorem for a random quadratic form of strictly stationary processes (Q1579539) (← links)
• On Bahadur asymptotic efficiency of the maximum likelihood and quasi-maximum likelihood estimators in Gaussian stationary processes (Q1613579) (← links)
• Statistical inference for spatial statistics defined in the Fourier domain (Q1750275) (← links)
• LLN for quadratic forms of long memory time series and its applications in random matrix theory (Q1800494) (← links)
• On asymptotic quasi-likelihood estimation (Q1825572) (← links)
• Asymptotic dependence between random central quasi-ranges and random empirical quantiles (Q1885085) (← links)
• A note on central limit theorem for Toeplitz type quadratic forms in stationary Gaussian variables (Q1896866) (← links)
• On the efficiency of estimators of a spectral density multivariate parameter (Q1897263) (← links)
• Strong approximation for cross-covariances of linear variables with long-range dependence (Q1910903) (← links)
• Long memory processes and fractional integration in econometrics (Q1922357) (← links)
• Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series (Q1922366) (← links)
• Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications (Q2073272) (← links)
• Limit theorems for tapered Toeplitz quadratic functionals of continuous-time Gaussian stationary processes (Q2290086) (← links)