The asymptotic behavior of quadratic forms in -mixing random variables

DOI10.1016/J.CAM.2009.07.044zbMATH Open1176.60015OpenAlexW2054597903MaRDI QIDQ732151FDOQ732151

Fuming Lin

Publication date: 9 October 2009

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2009.07.044

zbMATH Keywords

quadratic formslinear process\(\alpha \)-mixing variables\(\varphi \)-mixing variables

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Cites Work

• Mixing: Properties and examples
• A central limit theorem for generalized quadratic forms
• Nonlinear time series. Nonparametric and parametric methods
• Inference For Autocorrelations Under Weak Assumptions
• Title not available (Why is that?)
• Covariance inequalities for strongly mixing processes
• Basic properties of strong mixing conditions. A survey and some open questions
• A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
• Limit theory for moving averages of random variables with regularly varying tail probabilities
• A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation
• The asymptotic behavior of quadratic forms in heavy-tailed strongly dependent random variables
• Title not available (Why is that?)
• Central limit theorems for quadratic forms in random variables having long-range dependence
• Central limit theorem for linear processes
• The integrated periodogram for long-memory processes with finite or infinite variance
• SAMPLE MEANS, SAMPLE AUTOCOVARIANCES, AND LINEAR REGRESSION OF STATIONARY MULTIVARIATE LONG MEMORY PROCESSES
• Approximations and limit theory for quadratic forms of linear processes
• On the asymptotic distribution of quadratic forms in uniform order statistics
• Functional limit theorem for moving average processes generated by dependent random vari\-ables
• Functional limit theorems for random quadratic forms

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