A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS

DOI10.1017/S0266466607070399zbMath1237.60020MaRDI QIDQ2886972

Wei-Biao Wu, Xiao-Feng Shao

Publication date: 14 May 2012

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

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

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