Asymptotic normality of quadratic forms of martingale differences
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DOI: 10.1007/s11203-016-9143-3
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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.
- Violetta Dalla & Liudas Giraitis & Hira L. Koul, 2014. "Studentizing Weighted Sums Of Linear Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(2), pages 151-172, March.
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- Zhang, Tonglin, 2019. "General Gaussian estimation," Journal of Multivariate Analysis, Elsevier, vol. 169(C), pages 234-247.
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Keywords
Asymptotic normality; Quadratic form; Martingale differences;All these keywords.
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