Limit theorems for bivariate Appell polynomials. I: Central limit theorems

DOI10.1007/S004400050089zbMATH Open0873.60007OpenAlexW2094815632MaRDI QIDQ679154FDOQ679154

Murad S. Taqqu, L. Giraitis

Publication date: 28 May 1997

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050089

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zbMATH Keywords

central limit theoremspectral analysisquadratic formlinear processlong range dependence

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05)

Cited In (18)

• Long-range dependent time series specification
• On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields
• Long-range dependence and Appell rank
• Whittle estimator for finite-variance non-Gaussian time series with long memory
• Convergence of normalized quadratic forms
• Approximations and limit theory for quadratic forms of linear processes
• Limit theorems for nondegenerate \(U\)-statistics of continuous semimartingales
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• Wavelet-Variance-Based Estimation for Composite Stochastic Processes
• SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE
• Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications
• Title not available (Why is that?)
• Functional non-central and central limit theorems for bivariate Appell polynomials
• Likelihood inference for discriminating between long‐memory and change‐point models
• On weighted \(U\)-statistics for stationary processes.
• Central limit theorems for quadratic forms with time-domain conditions
• Noncentral limit theorems and Appell polynomials
• Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence

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