Variance inequalities for quadratic forms with applications

DOI10.3103/S1066530715040055zbMath1334.60096arXiv1511.02723MaRDI QIDQ259859

F. Blanchet-Sadri, M. Dambrine

Publication date: 18 March 2016

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.02723

zbMATH Keywords

random matricesquadratic formsmoment inequalitiesweak dependencestationary time serieslimiting spectral distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Stationary stochastic processes (60G10) Stochastic processes (60G99)

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