Limit theorems for bivariate Appell polynomials. I: Central limit theorems

DOI10.1007/s004400050089zbMath0873.60007OpenAlexW2094815632MaRDI QIDQ679154

Murad S. Taqqu, Liudas Giraitis

Publication date: 28 May 1997

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

Full work available at URL: https://doi.org/10.1007/s004400050089

zbMATH Keywords

quadratic formlinear processcentral limit theoremspectral analysislong range dependence

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. ⋮ SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE ⋮ Approximations and limit theory for quadratic forms of linear processes ⋮ Long-range dependent time series specification ⋮ Limit theorems for nondegenerate \(U\)-statistics of continuous semimartingales ⋮ Likelihood inference for discriminating between long‐memory and change‐point models ⋮ Long-range dependence and Appell rank ⋮ Wavelet-Variance-Based Estimation for Composite Stochastic Processes ⋮ Whittle estimator for finite-variance non-Gaussian time series with long memory ⋮ On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields ⋮ Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications ⋮ Convergence of normalized quadratic forms ⋮ Central limit theorems for quadratic forms with time-domain conditions

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