Moment bounds and central limit theorem for functions of Gaussian vectors
DOI10.1016/S0167-7152(01)00061-XzbMATH Open0993.60019MaRDI QIDQ5953869FDOQ5953869
Authors: Philippe Soulier 
Publication date: 15 September 2002
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
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Gaussian processesspectral analysisinequalitiescentral 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)
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Cited In (14)
- On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing
- Estimation of the location and exponent of the spectral singularity of a long memory process
- Estimation of fractional integration under temporal aggregation
- On the properties of the periodogram of a stationary long-memory process over different epochs with applications
- Moment bounds for non-linear functionals of the periodogram
- Limit theorems for power variations of ambit fields driven by white noise
- A Berry-Esséen bound for \(H\)-variation of a Gaussian process
- Moment bounds and central limit theorems for Gaussian subordinated arrays
- New procedures controlling the false discovery proportion via Romano-Wolf's heuristic
- Asymptotic inference in some heteroscedastic regression models with long memory design and errors
- Asymptotic properties of \(U\)-processes under long-range dependence
- Central limit theorem by moments
- A central limit theorem for Hermitian polynomials of independent Gaussian variables
- Monotone spectral density estimation
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