Convergence of normalized quadratic forms

DOI10.1016/S0378-3758(98)00240-7zbMath0939.60008MaRDI QIDQ1304371

Liudas Giraitis, Murad S. Taqqu

Publication date: 23 November 1999

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

time seriesquadratic formslong-range dependenceAppell polynomialsnoncentral limit theorem

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05)

Related Items (8)

The spurious regression of AR(\(p\)) infinite-variance sequence in the presence of structural breaks ⋮ On a class of minimum contrast estimators for fractional stochastic processes and fields ⋮ Statistical inference using higher-order information ⋮ Covariances Estimation for Long-Memory Processes ⋮ Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes ⋮ Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications ⋮ A Note on Whittle's Likelihood ⋮ Note on bandwidth selection in testing for long range dependence.

Uses Software

• longmemo

Cites Work

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