Central limit theorems for quadratic forms with time-domain conditions
From MaRDI portal
Publication:1307086
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
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05)
Related Items (12)
Minimum Contrast Parameter Estimation for Fractal Random Fields Based on the Wavelet Periodogram ⋮ On Moran's \(I\) coefficient under heterogeneity ⋮ STUDENTIZING WEIGHTED SUMS OF LINEAR PROCESSES ⋮ Wavelet variance analysis for gappy time series ⋮ On asymptotic distributions of weighted sums of periodograms ⋮ THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS ⋮ Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes ⋮ On the asymptotic distribution of the Moran \(I\) test stastistic with applications ⋮ Limit theorems for tapered Toeplitz quadratic functionals of continuous-time Gaussian stationary processes ⋮ Whittle estimator for finite-variance non-Gaussian time series with long memory ⋮ Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications ⋮ Convergence of normalized quadratic forms
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Noncentral limit theorems and Appell polynomials
- Limit theorems for bivariate Appell polynomials. I: Central limit theorems
- Limiting distributions of nonlinear vector functions of stationary Gaussian processes
- Central limit theorems for non-linear functionals of Gaussian fields
- Central limit theorem for functionals of a linear process
- Noncentral limit theorems for quadratic forms in random variables having long-range dependence
- Central limit theorems for quadratic forms in random variables having long-range dependence
- Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
- A central limit theorem for non-instantaneous filters of a stationary Gaussian process
- On bilinear forms in Gaussian random variables and Toeplitz matrices
- Whittle estimator for finite-variance non-Gaussian time series with long memory
- Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
- CLT and other limit theorems for functionals of Gaussian processes
- Generalized Szego Theorems and Asymptotics of Cumulants by Graphical Methods
- Central Limit Theorems for Sums of Wick Products of Stationary Sequences
- On limiting distributions of nonlinear functions of noisy Gaussian sequences
- The Relation of the Classical Orthogonal Polynomials to the Polynomials of Appell
This page was built for publication: Central limit theorems for quadratic forms with time-domain conditions
