Convergence of normalized quadratic forms

DOI10.1016/S0378-3758(98)00240-7zbMath0939.60008MaRDI QIDQ1304371

Murad S. Taqqu, Liudas Giraitis

Publication date: 23 November 1999

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

time series; quadratic forms; long-range dependence; Appell polynomials; noncentral limit theorem

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

60F05: Central limit and other weak theorems

Related Items

Note on bandwidth selection in testing for long range dependence., On a class of minimum contrast estimators for fractional stochastic processes and fields, Statistical inference using higher-order information, A Note on Whittle's Likelihood

Uses Software

• longmemo

Cites Work

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