Limit theorems for quadratic forms with applications to Whittle's estimate

DOI10.1214/aoap/1029962600zbMath0940.60037OpenAlexW2092926041MaRDI QIDQ1296590

Lajos Horváth, Qui-Man Shao

Publication date: 13 July 2000

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1029962600

zbMATH Keywords

quadratic formschange-pointlong-memory parameter

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

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