The asymptotic behavior of quadratic forms in -mixing random variables

DOI10.1016/J.CAM.2009.07.044MaRDI QIDQ732151zbMATH OpenOpenAlexFDO

Authors 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)

Recommendations

• The asymptotic behavior of quadratic forms in heavy-tailed strongly dependent random variables
• Asymptotic distribution of quadratic forms and applications
• scientific article; zbMATH DE number 54139
• Some remarks on quadratic forms in stable random variables
• scientific article; zbMATH DE number 3909412
• Limit theorems of a special kind of random quadratic forms
• Asymptotic expansions in non-central limit theorems for quadratic forms

Cites work

• scientific article; zbMATH DE number 4102349 (Why is no real title available?)
• scientific article; zbMATH DE number 1005342 (Why is no real title available?)
• A central limit theorem for generalized quadratic forms
• A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
• A general resampling scheme for triangular arrays of -mixing random variables with application to the problem of spectral density estimation
• Approximations and limit theory for quadratic forms of linear processes
• Basic properties of strong mixing conditions. A survey and some open questions
• Central limit theorem for linear processes
• Central limit theorems for quadratic forms in random variables having long-range dependence
• Covariance inequalities for strongly mixing processes
• Functional limit theorem for moving average processes generated by dependent random vari\-ables
• Functional limit theorems for random quadratic forms
• Inference For Autocorrelations Under Weak Assumptions
• Limit theory for moving averages of random variables with regularly varying tail probabilities
• Mixing: Properties and examples
• Nonlinear time series. Nonparametric and parametric methods
• On the asymptotic distribution of quadratic forms in uniform order statistics
• SAMPLE MEANS, SAMPLE AUTOCOVARIANCES, AND LINEAR REGRESSION OF STATIONARY MULTIVARIATE LONG MEMORY PROCESSES
• The asymptotic behavior of quadratic forms in heavy-tailed strongly dependent random variables
• The integrated periodogram for long-memory processes with finite or infinite variance

This page was built for publication: The asymptotic behavior of quadratic forms in \(\varphi\)-mixing random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q732151)