Berry-Esseen theorems for quadratic forms of Gaussian stationary processes (Q1062347): Difference between revisions
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Revision as of 02:05, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Berry-Esseen theorems for quadratic forms of Gaussian stationary processes |
scientific article |
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Berry-Esseen theorems for quadratic forms of Gaussian stationary processes (English)
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1986
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Let \(X_ 1,X_ 2,..\). be a Gaussian stationary process with spectral density f(\(\lambda)\), and let \[ Z_ j=T^{-1/2}\{\sum^{T- j+1}_{\ell =1}(X_{\ell}X_{\ell +j-1}-EX_{\ell}X_{\ell +j- 1})\},\quad j=1,...,p. \] The present paper gives a Berry-Esseen type theorem for the joint distribution of \((Z_ 1,...,Z_ p)\).
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Gaussian stationary process
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spectral density
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Berry-Esseen type theorem
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