Convergence of normalized quadratic forms (Q1304371)
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scientific article; zbMATH DE number 1339689
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of normalized quadratic forms |
scientific article; zbMATH DE number 1339689 |
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Convergence of normalized quadratic forms (English)
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23 November 1999
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This is a very well written expository article on the asymptotic behaviour of quadratic forms of strongly dependent stationary sequences. The authors describe the historical development of the problem and provide further extensions of recent results. Both noncentral and central limit theorems involving quadratic forms in Appell polynomials are presented. Multivariate extensions are also given.
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Appell polynomials
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noncentral limit theorem
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long-range dependence
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quadratic forms
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time series
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