A limit theorem for quadratic forms and its applications
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Cites work
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- Iterated Random Functions
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- On weighted U-statistics for stationary processes.
Cited in
(24)- Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations
- Tail Spectral Density Estimation and Its Uncertainty Quantification: Another Look at Tail Dependent Time Series Analysis
- Kernel estimators of asymptotic variance for adaptive Markov chain Monte Carlo
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- General Gaussian estimation
- Local asymptotic powers of nonparametric and semiparametric tests for fractional integration
- scientific article; zbMATH DE number 123367 (Why is no real title available?)
- The bracketing condition for limit theorems on stationary linear processes
- Change-point analysis in increasing dimension
- A Darling-Erdős type result for stationary ellipsoids
- TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS
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- On convergence to stochastic integrals
- Some limiting theorems of some random quadratic forms
- Asymptotics of spectral density estimates
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- An extended martingale limit theorem with application to specification test for nonlinear co-integrating regression model
- scientific article; zbMATH DE number 219572 (Why is no real title available?)
- A martingale decomposition for quadratic forms of Markov chains (with applications)
- On asymptotic distributions of weighted sums of periodograms
- A note on quadratic forms of stationary functional time series under mild conditions
- Asymptotic normality of quadratic forms of martingale differences
- Simultaneous statistical inference for second order parameters of time series under weak conditions
- Most powerful test against a sequence of high dimensional local alternatives
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