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The limiting theorems of random quadratic forms and their application

โœ Scribed by Guangming Pan; Baiqi Miao; Changchun Tan


Book ID
111784653
Publisher
SP Science China Press
Year
2005
Tongue
English
Weight
198 KB
Volume
48
Category
Article
ISSN
1674-7283

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A central limit theorem for a random qua
โœ Jiti Gao; Vo Anh ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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.