Convergence of quadratic forms with nonvanishing diagonal

DOI10.1016/J.SPL.2006.11.007MaRDI QIDQ2373662zbMATH OpenOpenAlexFDO

Authors R. J. Bhansali, L. Giraitis, Piotr Kokoszka

Publication date 16 July 2007

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2006.11.007

zbMATH Keywords

asymptotic normalityquadratic form

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic distribution theory in statistics (62E20)

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Cites work

• A central limit theorem for generalized quadratic forms
• Approximations and limit theory for quadratic forms of linear processes
• Asymptotics for linear processes
• Functional limit theorems for random quadratic forms
• Gaussian limit fields for the integrated periodogram
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 1757937 (Why is no real title available?)
• scientific article; zbMATH DE number 3217356 (Why is no real title available?)
• Limit theorems for bivariate Appell polynomials. II: Non-central limit theorems
• Limit theorems for quadratic forms with applications to Whittle's estimate
• Nonlinear functionals of the periodogram
• On the asymptotic distribution of quadratic forms in uniform order statistics
• Parameter estimation for ARMA models with infinite variance innovations
• Parameter estimation for infinite variance fractional ARIMA
• Some Limit Theorems for Polynomials of Second Degree

Cited in

(23)

• Central limit theorems for double Poisson integrals
• Convergence of normalized quadratic forms
• Asymptotic normality of quadratic forms of martingale differences
• Generalized F-test for high dimensional regression coefficients of partially linear models
• Covariance estimation via sparse Kronecker structures
• Nonparametric pseudo-Lagrange multiplier stationarity testing
• Sample covariances of random-coefficient AR(1) panel model
• Tests for \(p\)-regression coefficients in linear panel model when \(p\) is divergent
• Nonlinear wavelet-based estimation to spectral density for stationary non-Gaussian linear processes
• On asymptotic distributions of weighted sums of periodograms
• Weak convergence of linear and quadratic forms and related statements on \(L_p\)-approximability
• Distribution of random quadratic forms arising in singular-spectrum analysis
• The relative effects of dimensionality and multiplicity of hypotheses on the F-test in linear regression
• Convergence of some quadratic forms used in regression analysis
• Generalized \(F\) test for high dimensional linear regression coefficients
• Tests for the equality of two processes' spectral densities with unequal lengths using wavelet methods
• New weighted portmanteau statistics for time series goodness of fit testing
• Limit theorems for factor models
• Portmanteau tests based on quadratic forms in the autocorrelations
• Interval estimation of variance ratio in non-normal unbalanced one-way random models
• Asymptotic distribution of the bias corrected least squares estimators in measurement error linear regression models under long memory
• scientific article; zbMATH DE number 3087217 (Why is no real title available?)
• Approximations and limit theory for quadratic forms of linear processes

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