Variance inequalities for quadratic forms with applications

DOI10.3103/S1066530715040055zbMath1334.60096arXiv1511.02723MaRDI QIDQ259859

F. Blanchet-Sadri, M. Dambrine

Publication date: 18 March 2016

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.02723

zbMATH Keywords

random matrices; quadratic forms; moment inequalities; weak dependence; stationary time series; limiting spectral distribution

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

60F05: Central limit and other weak theorems

60B20: Random matrices (probabilistic aspects)

60G10: Stationary stochastic processes

60G99: Stochastic processes