A noncentral limit theorem for quadratic forms of Gaussian stationary sequences
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Cites work
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- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- Central limit theorems for quadratic forms in random variables having long-range dependence
- Non-central limit theorems for non-linear functional of Gaussian fields
- Weak convergence to fractional brownian motion and to the rosenblatt process
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(25)- Convergence to a Gaussian limit as the normalization exponent tends to 1/2
- Limit theorems for quadratic forms and related quantities of discretely sampled continuous-time moving averages
- Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes
- Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence
- Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions
- Non-parametric estimation of the long-range dependence exponent for Gaussian processes
- Large Toeplitz operators and quadratic form generated by stationary Gaussian sequence
- Noncentral convergence of multiple integrals
- On the limit distribution of the correlogram of a stationary Gaussian process with weak decrease in correlation
- Convergence of normalized quadratic forms
- How the instability of ranks under long memory affects large-sample inference
- On asymptotic distributions of weighted sums of periodograms
- ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES
- Central limit theorems for quadratic forms in random variables having long-range dependence
- On optimal scale upper bound in wavelet-based estimation for hurst index of fractional Brownian motion
- Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications
- A functional non-central limit theorem for multiple-stable processes with long-range dependence
- scientific article; zbMATH DE number 28610 (Why is no real title available?)
- An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series
- Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
- The trace problem for Toeplitz matrices and operators and its impact in probability
- Noncentral limit theorems for quadratic forms in random variables having long-range dependence
- Limit theorems for Toeplitz quadratic functionals of continuous-time stationary processes
- Some convergence results on quadratic forms for random fields and application to empirical covariances
- Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes
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