Limit theorems for bivariate Appell polynomials. II: Non-central limit theorems

DOI10.1007/s004400050151zbMath0927.60031OpenAlexW4242069300MaRDI QIDQ1384663

Liudas Giraitis, Norma Terrin, Murad S. Taqqu

Publication date: 20 April 1998

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050151

zbMATH Keywords

time seriesquadratic formslong range dependenceAppell polynomialsnon-central limit theorem

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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On weighted \(U\)-statistics for stationary processes. ⋮ Convergence of quadratic forms with nonvanishing diagonal ⋮ Two estimators of the long-run variance: beyond short memory ⋮ Variance of partial sums of stationary sequences ⋮ On asymptotic distributions of weighted sums of periodograms ⋮ Some convergence results on quadratic forms for random fields and application to empirical covariances ⋮ Long-range dependence and Appell rank ⋮ Whittle estimator for finite-variance non-Gaussian time series with long memory ⋮ Convergence of normalized quadratic forms

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