Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications

DOI10.1214/21-PS3zbMath1486.60045arXiv2102.00343WikidataQ113751967 ScholiaQ113751967MaRDI QIDQ2073272

Publication date: 1 February 2022

Published in: Probability Surveys (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.00343

zbMATH Keywords

Brownian motion spectral density stationary processes Toeplitz type quadratic functional central and non-central limit theorems parametric and nonparametric estimation.

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Gaussian processes (60G15) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Uses Software

longmemo

Cites Work

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