Moment bounds and central limit theorem for functions of Gaussian vectors

DOI10.1016/S0167-7152(01)00061-XzbMath0993.60019MaRDI QIDQ5953869

Philippe Soulier

Publication date: 15 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

inequalitiesGaussian processesspectral analysiscentral limit and other weak theoremslong range dependent processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15)

Related Items (11)

Estimation of the location and exponent of the spectral singularity of a long memory process ⋮ Limit theorems for power variations of ambit fields driven by white noise ⋮ Monotone spectral density estimation ⋮ Asymptotic properties of \(U\)-processes under long-range dependence ⋮ Central limit theorem by moments ⋮ Asymptotic inference in some heteroscedastic regression models with long memory design and errors ⋮ Moment bounds for non-linear functionals of the periodogram ⋮ On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing ⋮ Estimation of fractional integration under temporal aggregation ⋮ On the properties of the periodogram of a stationary long-memory process over different epochs with applications ⋮ New procedures controlling the false discovery proportion via Romano-Wolf's heuristic

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