\(L_p\)-approximable sequences of vectors and limit distribution of quadratic forms of random variables

DOI10.1006/aama.2001.0723zbMath0996.62011MaRDI QIDQ5939960

Kairat T. Mynbaev

Publication date: 5 November 2002

Published in: Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/aama.2001.0723

zbMATH Keywords

quadratic forms; central limit theorem; martingale differences; linear operators; Lp-spaces

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

60F05: Central limit and other weak theorems

Related Items

Unnamed Item, Asymptotic Properties of OLS Estimates in Autoregressions with Bounded or Slowly Growing Deterministic Trends, Asymptotic distribution of the OLS estimator for a mixed spatial model, Testing for stationarity in series with a shift in the mean. A Fredholm approach, Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model, Weak convergence of linear and quadratic forms and related statements on \(L_p\)-approximability, Regressions with asymptotically collinear regressors, CENTRAL LIMIT THEOREMS FOR WEIGHTED SUMS OF LINEAR PROCESSES: L_P -APPROXIMABILITY VERSUS BROWNIAN MOTION

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