Moment bounds and central limit theorem for functions of Gaussian vectors
From MaRDI portal
Publication:5953869
DOI10.1016/S0167-7152(01)00061-XzbMath0993.60019MaRDI QIDQ5953869
Publication date: 15 September 2002
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
inequalitiesGaussian processesspectral analysiscentral limit and other weak theoremslong range dependent processes
Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15)
Related Items (11)
Estimation of the location and exponent of the spectral singularity of a long memory process ⋮ Limit theorems for power variations of ambit fields driven by white noise ⋮ Monotone spectral density estimation ⋮ Asymptotic properties of \(U\)-processes under long-range dependence ⋮ Central limit theorem by moments ⋮ Asymptotic inference in some heteroscedastic regression models with long memory design and errors ⋮ Moment bounds for non-linear functionals of the periodogram ⋮ On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing ⋮ Estimation of fractional integration under temporal aggregation ⋮ On the properties of the periodogram of a stationary long-memory process over different epochs with applications ⋮ New procedures controlling the false discovery proportion via Romano-Wolf's heuristic
Cites Work
- Efficient parameter estimation for self-similar processes
- Central limit theorems for non-linear functionals of Gaussian fields
- Parameter estimation and hypothesis testing in spectral analysis of stationary time series. Transl. from the Russian by Samuel Kotz
- Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
- Multiple Wiener-Ito integrals. With applications to limit theorems
- Central limit theorem for linear processes
- Broadband log-periodogram regression of time series with long-range dependence
- Parametric estimation for Gaussian long-range dependent processes based on the log-periodogram
- On the integral of the squared periodogram
- Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
- Log-periodogram regression of time series with long range dependence
- Periodogram-based estimators of fractal properties
- About the Lindeberg method for strongly mixing sequences
- A test of fit in time series models
- Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
- ASYMPTOTICS FOR THE LOW-FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG-MEMORY TIME SERIES
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Moment bounds and central limit theorem for functions of Gaussian vectors
