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On the Central Limit Theorem for Toeplitz Quadratic Forms of Stationary Sequences

✍ Scribed by Ginovyan, M. S.; Sahakyan, A. A.


Book ID
118220822
Publisher
Society for Industrial and Applied Mathematics
Year
2005
Tongue
English
Weight
209 KB
Volume
49
Category
Article
ISSN
0040-585X

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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.