The asymptotic behavior of quadratic forms in heavy-tailed strongly dependent random variables
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Publication:1382493
DOI10.1016/S0304-4149(96)00123-8zbMath0889.60017MaRDI QIDQ1382493
Piotr S. Kokoszka, Murad S. Taqqu
Publication date: 29 March 1998
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)
Related Items (6)
Sign tests for long-memory time series ⋮ Approximations and limit theory for quadratic forms of linear processes ⋮ A note on quadratic forms of stationary functional time series under mild conditions ⋮ Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations ⋮ The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1 ⋮ The asymptotic behavior of quadratic forms in \(\varphi\)-mixing random variables
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