On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields
From MaRDI portal
Publication:3085576
DOI10.1051/ps:2008031zbMath1219.60018arXiv0803.2441OpenAlexW2067336836MaRDI QIDQ3085576
Florin Avram, Ludmila M. Sakhno, Nikolai N. Leonenko
Publication date: 31 March 2011
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0803.2441
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15)
Related Items (22)
Minimum Contrast Parameter Estimation for Fractal Random Fields Based on the Wavelet Periodogram ⋮ Wavelet-Based Estimation of Anisotropic Spatiotemporal Long-Range Dependence ⋮ Macroscaling Limit Theorems for Filtered Spatiotemporal Random Fields ⋮ Statistical inference for stationary linear models with tapered data ⋮ Asymptotics for functionals of powers of a periodogram ⋮ Parameter estimation for reciprocal gamma Ornstein–Uhlenbeck type processes ⋮ On cross-correlogram IRF’s estimators of two-output systems in spaces of continuous functions ⋮ Estimation of impulse response functions in two-output systems ⋮ Minimum Contrast Method for Parameter Estimation in the Spectral Domain ⋮ Cumulants asymptotics for the zeros counting measure of real Gaussian processes ⋮ Robust estimation for continuous-time linear models with memory ⋮ Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra ⋮ Non-central limit theorems for functionals of random fields on hypersurfaces ⋮ On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models ⋮ On the robustness to small trends of parameter estimation for continuous-time stationary models with memory ⋮ Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities ⋮ Parameter estimation for Lévy-driven continuous-time linear models with tapered data ⋮ Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes ⋮ Limit theorems for tapered Toeplitz quadratic functionals of continuous-time Gaussian stationary processes ⋮ Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications ⋮ Estimation of harmonic component in regression with cyclically dependent errors ⋮ Statistical estimation for stationary models with tapered data
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Noncentral limit theorems and Appell polynomials
- Limit theorems for bivariate Appell polynomials. I: Central limit theorems
- Gaussian kernels have only Gaussian maximizers
- Limit theorems for Toeplitz quadratic functionals of continuous-time stationary processes
- Central limit theorems for non-linear functionals of Gaussian fields
- Central limit theorem for functionals of a linear process
- Central limit theorems for quadratic forms in random variables having long-range dependence
- Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
- On bilinear forms in Gaussian random variables and Toeplitz matrices
- On a reverse form of the Brascamp-Lieb inequality
- Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence
- Best constants in Young's inequality, its converse, and its generalization to more than three functions
- Stock market prices and long-range dependence
- Possible long-range dependence in fractional random fields.
- On Toeplitz type quadratic functionals of stationary Gaussian processes
- Quasi-likelihood and its application. A general approach to optimal parameter estimation
- Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency.
- Whittle estimator for finite-variance non-Gaussian time series with long memory
- On asymptotic quasi-likelihood estimation
- Renormalization and homogenization of fractional diffusion equations with random data
- Higher-order spectral densities of fractional random fields
- On a class of minimum contrast estimators for fractional stochastic processes and fields
- A sharp analog of Young's inequality on \(S^N\) and related entropy inequalities
- Exponential sums with coefficients 0 or 1 and concentrated \(L^p\) norms
- Long-range dependence and Appell rank
- The Brascamp-Lieb inequalities: Finiteness, structure and extremals
- On the Whittle estimators for some classes of continuous-parameter random processes and fields
- Central limit theorems for sequences of multiple stochastic integrals
- A sufficient condition for asymptotic normality of the normalized quadratic form \(\Psi_{n}(f,g)\)
- A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
- Estimation and information in stationary time series
- Matroids and Graphs
- On a Szegö type limit theorem and the asymptotic theory of random sums, integrals and quadratic forms
- Volume Ratios and a Reverse Isoperimetric Inequality
- A Generalized Holder Inequality and a Generalized Szego Theorem
- On a class of random field models which allows long range dependence
- Hypergraphs, Entropy, and Inequalities
- Fractional differencing
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- Generalized Szego Theorems and Asymptotics of Cumulants by Graphical Methods
- Central Limit Theorems for Sums of Wick Products of Stationary Sequences
- Convergence of integrated processes of arbitrary Hermite rank
- Non-central limit theorems for non-linear functional of Gaussian fields
- Fractional random fields associated with stochastic fractional heat equations
- Hölder’s Inequality for Functions of Linearly Dependent Arguments
- Dynamic models of long-memory processes driven by Lévy noise
- Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence
- Representations of continuous-time ARMA processes
- On Estimation of the Spectral Function of a Stationary Gaussian Process
- Formal Power Series
- Spectral analysis of fractional kinetic equations with random data.
This page was built for publication: On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields
