Approximations and limit theory for quadratic forms of linear processes
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Cites work
- scientific article; zbMATH DE number 3115405 (Why is no real title available?)
- scientific article; zbMATH DE number 777603 (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
- Central limit theorems for quadratic forms in random variables having long-range dependence
- Consistent autoregressive spectral estimates
- Convergence of quadratic forms with nonvanishing diagonal
- Efficient parameter estimation for self-similar processes
- Estimation of the memory parameter by fitting fractionally differenced autoregressive models
- Functional limit theorems for random quadratic forms
- Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
- Limit theorems for bivariate Appell polynomials. I: Central limit theorems
- On Limit Theorems for Quadratic Functions of Discrete Time Series
- On bilinear forms in Gaussian random variables and Toeplitz matrices
- On the asymptotic distribution of quadratic forms in uniform order statistics
- Parameter estimation for ARMA models with infinite variance innovations
- Parameter estimation for infinite variance fractional ARIMA
- Periodic moving averages of random variables with regularly varying tails
- Some Limit Theorems for Polynomials of Second Degree
- Subsequences of the partial sums of a trigonometric series which are everywhere convergent to zero
- The asymptotic behavior of quadratic forms in heavy-tailed strongly dependent random variables
- The asymptotic theory of linear time-series models
- The integrated periodogram for long-memory processes with finite or infinite variance
- Time series: theory and methods.
- Two estimators of the long-run variance: beyond short memory
Cited in
(25)- LLN for quadratic forms of long memory time series and its applications in random matrix theory
- Convergence of quadratic forms with nonvanishing diagonal
- Tests for the equality of two processes' spectral densities with unequal lengths using wavelet methods
- Asymptotic normality of quadratic forms of martingale differences
- Asymptotic normality of the mixture density estimator in a disaggregation scheme
- A sufficient condition for asymptotic normality of the normalized quadratic form \(\Psi_{n}(f,g)\)
- Central limit theorems for arrays of decimated linear processes
- Minimum distance lack-of-fit tests under long memory errors
- A note on quadratic forms of stationary functional time series under mild conditions
- Estimation pitfalls when the noise is not i.i.d.
- A least squares method for variance estimation in heteroscedastic nonparametric regression
- Nonlinear wavelet-based estimation to spectral density for stationary non-Gaussian linear processes
- scientific article; zbMATH DE number 3844725 (Why is no real title available?)
- A martingale decomposition for quadratic forms of Markov chains (with applications)
- On asymptotic distributions of weighted sums of periodograms
- Estimation of the memory parameter by fitting fractionally differenced autoregressive models
- Two estimators of the long-run variance: beyond short memory
- The asymptotic behavior of quadratic forms in \(\varphi\)-mixing random variables
- Weak convergence of linear and quadratic forms and related statements on \(L_p\)-approximability
- Mean and autocovariance function estimation near the boundary of stationarity
- Inference of weighted \(V\)-statistics for nonstationary time series and its applications
- A quadraticity limit theorem useful in linear models
- Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
- Central limit theorems for double Poisson integrals
- Contemporaneous aggregation of triangular array of random-coefficient AR(1) processes
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