Limit theorems for Toeplitz quadratic functionals of continuous-time stationary processes

DOI10.1007/S00440-006-0037-YzbMATH Open1113.60027OpenAlexW2132159708MaRDI QIDQ880943FDOQ880943

M. S. Ginovyan, Artur Sahakian

Publication date: 21 May 2007

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-006-0037-y

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zbMATH Keywords

Central limit theoremsSpectral densityStationary Gaussian processToeplitz type quadratic functional

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Cites Work

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Cited In (21)

• Title not available (Why is that?)
• Statistical estimation for stationary models with tapered data
• Statistical inference for stationary linear models with tapered data
• Parameter estimation for Lévy-driven continuous-time linear models with tapered data
• On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields
• Estimation of spectral functionals for Lévy-driven continuous-time linear models with tapered data
• Limit theorems for quadratic forms and related quantities of discretely sampled continuous-time moving averages
• Limit theorems for tapered Toeplitz quadratic functionals of continuous-time Gaussian stationary processes
• A note on approximations of traces of products of truncated Toeplitz matrices
• On the trace approximation problem for truncated Toeplitz operators and matrices
• Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
• Error bounds for approximations of traces of products of truncated Toeplitz operators
• Robust estimation for continuous-time linear models with memory
• The trace problem for Toeplitz matrices and operators and its impact in probability
• On Toeplitz type quadratic functionals of stationary Gaussian processes
• Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes
• Title not available (Why is that?)
• Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications
• On the robustness to small trends of parameter estimation for continuous-time stationary models with memory
• Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes
• A note on central limit theorem for Toeplitz type quadratic forms in stationary Gaussian variables

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