Functional limit theorems for random quadratic forms

DOI10.1016/0304-4149(91)90062-HzbMATH Open0726.60030MaRDI QIDQ804076FDOQ804076

Authors: T. Mikosch 

Publication date: 1991

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

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zbMATH Keywords

functional central limit theoremSkorokhod embeddingindependent random variablesstrong invariance principlerandom quadratic formscompact law of the iterated logarithmsymmetric double array

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Cites Work

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Cited In (33)

• Functional limit theorems for random multilinear forms
• A limit theorem for quadratic forms and its applications
• The rate of convergence in the functional central limit theorem for random quadratic forms with some applications to the law of the iterated logarithm
• On a Szegö type limit theorem and the asymptotic theory of random sums, integrals and quadratic forms
• Quadratic forms of the empirical processes for the two-sample problem for functional data
• General Gaussian estimation
• A nonparametric model checking test for functional linear composite quantile regression models
• The integrated periodogram for long-memory processes with finite or infinite variance
• The asymptotic behavior of quadratic forms in \(\varphi\)-mixing random variables
• Some higher-order theory for a consistent non-parametric model specification test
• A simple framework for nonparametric specification testing
• Weak invariance principles for weighted \(U\)-statistics
• Title not available (Why is that?)
• Some limiting theorems of some random quadratic forms
• Approximations and limit theory for quadratic forms of linear processes
• Asymptotics of spectral density estimates
• On Moran's \(I\) coefficient under heterogeneity
• Gaussian limit fields for the integrated periodogram
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• Functional central limit theorem for random multilinear forms
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• A note on quadratic forms of stationary functional time series under mild conditions
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• Asymptotic normality of quadratic forms of martingale differences
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• Generalized score test of homogeneity for mixed effects models
• Title not available (Why is that?)
• Convergence of quadratic forms with nonvanishing diagonal
• The multivariate functional de Jong CLT

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