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

DOI10.1007/S004400050089MaRDI QIDQ679154zbMATH OpenOpenAlexFDO

Authors L. Giraitis, Murad S. Taqqu

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

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)

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• Likelihood inference for discriminating between long-memory and change-point models
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• 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
• Wavelet-Variance-Based Estimation for Composite Stochastic Processes
• scientific article; zbMATH DE number 4129735 (Why is no real title available?)
• SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE
• Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications
• scientific article; zbMATH DE number 3978040 (Why is no real title available?)
• Functional non-central and central limit theorems for bivariate Appell polynomials
• 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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