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Strong stability of linear forms inφ-mixing random variables

✍ Scribed by Shixin Gan

Book ID
107531361
Publisher
Wuhan University
Year
2009
Tongue
English
Weight
301 KB
Volume
14
Category
Article
ISSN
1007-1202

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The asymptotic behavior of quadratic for
The asymptotic behavior of quadratic forms in -mixing random variables
✍ Fuming Lin 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 649 KB

Let {Z i , i ≥ 1} be a linear process defined by Z t = ∞ j=0 d j ξ t-j with {d j , j ≥ 0} being a regular varying sequence of real numbers and {ξ t , -∞ < t < ∞} being a sequence of φ-mixing random variables. The present paper studies the asymptotic behavior of the quadratic form n k,l=1 µ(kl)Z k Z