✦ LIBER ✦

A central limit theorem for a random quadratic form of strictly stationary processes

✍ Scribed by Jiti Gao; Vo Anh

Publisher: Elsevier Science
Year: 2000
Tongue: English
Weight: 122 KB
Volume: 49
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(00)00034-1

No coin nor oath required. For personal study only.

✦ Synopsis

In this paper, we consider a random quadratic form of strictly stationary processes. A central limit theorem for the quadratic form is established and an application to nonparametric series regression is given.

📜 SIMILAR VOLUMES

A central limit theorem with random indi

A central limit theorem with random indices for stationary linear processes

✍ Issa Fakhre-Zakeri; Jamshid Farshidi 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 262 KB

A central limit theorem for generalized

A central limit theorem for generalized quadratic forms

✍ Peter Jong 📂 Article 📅 1987 🏛 Springer 🌐 English ⚖ 698 KB

A random functional central limit theore

A random functional central limit theorem for stationary linear processes generated by martingales

✍ Issa Fakhre-Zakeri; Sangyeol Lee 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 217 KB

A random functional central limit theorem is obtained for a stationary linear process of the form Xt = ~j=\_~ ajgt-j, where {et} is a strictly stationary sequence of martingale differences and ~j=\_~ [ajl <oo.

A central limit theorem for random sets

✍ Noel Cressie 📂 Article 📅 1979 🏛 Springer 🌐 English ⚖ 487 KB

Limit theorems for quadratic forms of li

Limit theorems for quadratic forms of linear processes

✍ A. Astrauskas 📂 Article 📅 1984 🏛 Springer 🌐 English ⚖ 383 KB

A central limit theorem for random sums

A central limit theorem for random sums of random variables

✍ J.G. Shanthikumar; U. Sumita 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 133 KB