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

zbMATH Keywords

long memory processesHermitian decompositionBerry-Esseen boundsdiagram formulalocally stationary processcentral limit theorem for triangular arraysmoment bound for Gaussian vector's functions

Mathematics Subject Classification ID

Gaussian processes (60G15) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09)

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