Functional limit theorems for random quadratic forms

DOI10.1016/0304-4149(91)90062-HzbMath0726.60030MaRDI QIDQ804076

Thomas Mikosch

Publication date: 1991

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

functional central limit theoremindependent random variablesSkorokhod embeddingstrong invariance principlerandom quadratic formscompact law of the iterated logarithmsymmetric double array

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Related Items (20)

A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS ⋮ Functional limit theorems for random multilinear forms ⋮ Convergence of quadratic forms with nonvanishing diagonal ⋮ On Moran's \(I\) coefficient under heterogeneity ⋮ Approximations and limit theory for quadratic forms of linear processes ⋮ Quadratic forms of the empirical processes for the two-sample problem for functional data ⋮ The integrated periodogram for long-memory processes with finite or infinite variance ⋮ A note on quadratic forms of stationary functional time series under mild conditions ⋮ Asymptotic normality of quadratic forms of martingale differences ⋮ A simple framework for nonparametric specification testing ⋮ General Gaussian estimation ⋮ ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES ⋮ Generalized score test of homogeneity for mixed effects models ⋮ The asymptotic behavior of quadratic forms in \(\varphi\)-mixing random variables ⋮ The rate of convergence in the functional central limit theorem for random quadratic forms with some applications to the law of the iterated logarithm ⋮ Gaussian limit fields for the integrated periodogram ⋮ The multivariate functional de Jong CLT ⋮ Weak invariance principles for weighted \(U\)-statistics ⋮ Some higher-order theory for a consistent non-parametric model specification test ⋮ Functional central limit theorem for random multilinear forms

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