Moment bounds and central limit theorems for Gaussian subordinated arrays
DOI10.1016/j.jmva.2012.08.002zbMath1262.60021arXiv1104.4732OpenAlexW2002869964MaRDI QIDQ1931883
Jean-Marc Bardet, Donatas Surgailis
Publication date: 16 January 2013
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1104.4732
long memory processesHermitian decompositionBerry-Esseen boundsdiagram formulalocally stationary processcentral limit theorem for triangular arraysmoment bound for Gaussian vector's functions
Gaussian processes (60G15) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09)
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