A limit theorem for quadratic forms and its applications
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Cites work
- A central limit theorem for iterated random functions
- Asymptotic distribution of quadratic forms
- Asymptotic properties of spectral estimates of second order
- Averaged periodogram spectral estimation with long-memory conditional heteroscedasticity
- Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
- Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes
- Fourier transforms of stationary processes
- Functional limit theorems for random multilinear forms
- Functional limit theorems for random quadratic forms
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Iterated Random Functions
- Kernel density estimation for linear processes
- Limit theorems for iterated random functions
- Linear Transformations of Gaussian Measures
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- Non-strong mixing autoregressive processes
- Nonlinear system theory: Another look at dependence
- Note on the Convergence to Normality of Quadratic forms in Independent Variables
- On a spectral density estimate obtained by averaging periodograms
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- On the Distribution of Some Statistical Estimates of Spectral Density
- On weighted U-statistics for stationary processes.
Cited in
(25)- 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
- scientific article; zbMATH DE number 4069922 (Why is no real title available?)
- 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
- Approximations and limit theory for quadratic forms of linear processes
- On convergence to stochastic integrals
- Some limiting theorems of some random quadratic forms
- Asymptotics of spectral density estimates
- Multiplier and empirical subsample bootstraps for maxima in high dimensional time series analysis
- On functional limits of short- and long-memory linear processes with GARCH(1,1) noises
- 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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