Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications
DOI10.1214/21-PS3zbMath1486.60045arXiv2102.00343WikidataQ113751967 ScholiaQ113751967MaRDI QIDQ2073272
Murad S. Taqqu, Mamikon S. Ginovyan
Publication date: 1 February 2022
Published in: Probability Surveys (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.00343
Brownian motionspectral densitystationary processesToeplitz type quadratic functionalcentral and non-central limit theoremsparametric and nonparametric estimation.
Asymptotic properties of parametric estimators (62F12) Gaussian processes (60G15) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)
Uses Software
Cites Work
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