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A limit theorem for the number of intersections of a curvilinear level by a stationary Gaussian process

✍ Scribed by E. A. Pikersgil'


Publisher
SP MAIK Nauka/Interperiodica
Year
1987
Tongue
English
Weight
347 KB
Volume
41
Category
Article
ISSN
0001-4346

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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.