Some remarks on quadratic forms in stable random variables

DOI10.1515/DEMA-2001-0211MaRDI QIDQ2732350zbMATH OpenOpenAlexFDO

Authors Joop Mijnheer

Publication date 18 February 2002

Published in Demonstratio Mathematica (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.1515/dema-2001-0211

zbMATH Keywords

AR(1) modelleast squares estimatorlimit distributionsstable innovations

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(4)

• A note on expectation of a random quadratic form
• scientific article; zbMATH DE number 54139 (Why is no real title available?)
• A note on general quadratic forms of nonstationary stochastic processes
• The asymptotic behavior of quadratic forms in \(\varphi\)-mixing random variables

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