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Exact asymptotics and limit theorems for supremum of stationary -processes over a random interval

✍ Scribed by Tan, Zhongquan; Hashorva, Enkelejd


Book ID
122095508
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
253 KB
Volume
123
Category
Article
ISSN
0304-4149

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A central limit theorem for a random qua
✍ Jiti Gao; Vo Anh πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 122 KB

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.