On the Central Limit Theorem for Toeplitz Quadratic Forms of Stationary Sequences
From MaRDI portal
Publication:5472343
DOI10.1137/S0040585X97981299zbMath1090.60021MaRDI QIDQ5472343
Artur A. Sahakyan, Mamikon S. Ginovyan
Publication date: 9 June 2006
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97981299
asymptotic variance; spectral density; slowly varying functions; stationary Gaussian sequence; Toeplitz-type quadratic forms
Related Items
Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes, Unnamed Item, Error bounds for approximations of traces of products of truncated Toeplitz operators, The trace problem for Toeplitz matrices and operators and its impact in probability, Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes, Some convergence results on quadratic forms for random fields and application to empirical covariances, A note on approximations of traces of products of truncated Toeplitz matrices, On the trace approximation problem for truncated Toeplitz operators and matrices, Limit theorems for Toeplitz quadratic functionals of continuous-time stationary processes, Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications, Statistical estimation for stationary models with tapered data, Statistical inference for stationary linear models with tapered data, Limit theorems for tapered Toeplitz quadratic functionals of continuous-time Gaussian stationary processes