On Limit Theorems for Quadratic Functions of Discrete Time Series

DOI10.1214/aoms/1177690885zbMath0254.62057OpenAlexW4245254385MaRDI QIDQ5667913

Publication date: 1972

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

Full work available at URL: https://doi.org/10.1214/aoms/1177690885

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Stationary stochastic processes (60G10)

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