Central limit theorems for quadratic forms with time-domain conditions

DOI10.1214/aop/1022855425zbMath0943.60018OpenAlexW2009756126MaRDI QIDQ1307086

Liudas Giraitis, Murad S. Taqqu

Publication date: 4 September 2000

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1022855425

zbMATH Keywords

time seriesquadratic formscentral limit theoremlong-range dependenceAppell polynomials

Mathematics Subject Classification ID

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

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• The Relation of the Classical Orthogonal Polynomials to the Polynomials of Appell

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