Asymptotic normality of quadratic forms of martingale differences

DOI10.1007/s11203-016-9143-3OpenAlexW2496008013WikidataQ59607303 ScholiaQ59607303MaRDI QIDQ1687324

Murad S. Taqqu, Masanobu Taniguchi, Liudas Giraitis

Publication date: 22 December 2017

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-016-9143-3

zbMATH Keywords

asymptotic normalityquadratic formmartingale differences

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Related Items (4)

Asymptotic normality of quadratic forms with random vectors of increasing dimension ⋮ On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models ⋮ General Gaussian estimation ⋮ Estimation pitfalls when the noise is not i.i.d.

Cites Work

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• Functional limit theorems for random quadratic forms
• Approximations and limit theory for quadratic forms of linear processes
• A central limit theorem for generalized quadratic forms
• On the asymptotic distribution of quadratic forms in uniform order statistics
• Convergence of quadratic forms with nonvanishing diagonal
• STUDENTIZING WEIGHTED SUMS OF LINEAR PROCESSES
• Some Limit Theorems for Polynomials of Second Degree

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