Approximations and limit theory for quadratic forms of linear processes
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- Mikosch, T., 1991. "Functional limit theorems for random quadratic forms," Stochastic Processes and their Applications, Elsevier, vol. 37(1), pages 81-98, February.
- Kokoszka, Piotr S. & Taqqu, Murad S., 1997. "The asymptotic behavior of quadratic forms in heavy-tailed strongly dependent random variables," Stochastic Processes and their Applications, Elsevier, vol. 66(1), pages 21-40, February.
- Kokoszka, P. & Mikosch, T., 1997. "The integrated periodogram for long-memory processes with finite or infinite variance," Stochastic Processes and their Applications, Elsevier, vol. 66(1), pages 55-78, February.
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Cited by:
- Atchadé, Yves F. & Cattaneo, Matias D., 2014. "A martingale decomposition for quadratic forms of Markov chains (with applications)," Stochastic Processes and their Applications, Elsevier, vol. 124(1), pages 646-677.
- Hira Koul & Donatas Surgailis & Nao Mimoto, 2015. "Minimum distance lack-of-fit tests under long memory errors," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(2), pages 119-143, February.
- Pavel Yaskov, 2018. "LLN for Quadratic Forms of Long Memory Time Series and Its Applications in Random Matrix Theory," Journal of Theoretical Probability, Springer, vol. 31(4), pages 2032-2055, December.
- Mynbayev, Kairat & Darkenbayeva, Gulsim, 2017. "Weak convergence of linear and quadratic forms and related statements on Lp-approximability," MPRA Paper 101686, University Library of Munich, Germany, revised Dec 2018.
- Roueff, F. & Taqqu, M.S., 2009. "Central limit theorems for arrays of decimated linear processes," Stochastic Processes and their Applications, Elsevier, vol. 119(9), pages 3006-3041, September.
- Bhansali, R.J. & Giraitis, L. & Kokoszka, P.S., 2007. "Convergence of quadratic forms with nonvanishing diagonal," Statistics & Probability Letters, Elsevier, vol. 77(7), pages 726-734, April.
- van Delft, Anne, 2020. "A note on quadratic forms of stationary functional time series under mild conditions," Stochastic Processes and their Applications, Elsevier, vol. 130(7), pages 4206-4251.
- Dmitrij Celov & Remigijus Leipus & Anne Philippe, 2010. "Asymptotic normality of the mixture density estimator in a disaggregation scheme," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(4), pages 425-442.
- Anne Philippe & Donata Puplinskaite & Donatas Surgailis, 2014. "Contemporaneous Aggregation Of Triangular Array Of Random-Coefficient Ar(1) Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(1), pages 16-39, January.
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Keywords
Asymptotic normality Integrated periodogram Linear process Quadratic form Semiparametric and kernel estimation;Statistics
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