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Volumn 110, Issue 3, 1998, Pages 333-367

Limit theorems for bivariate Appell polynomials. Part II: Non-central limit theorems

Author keywords

Appell polynomials; Long range dependence; Non central limit theorem; Quadratic forms; Time series

Indexed keywords


EID: 0032023984     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s004400050151     Document Type: Article
Times cited : (11)

References (18)
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  • 2
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    • Dobrushin, R.L., Major, P.: On the asymptotic behavior of some self-similar random fields. Sci. Math. Sov. 1(3) (1981)
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  • 3
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    • Non-central limit theorems for quadratic forms in random variables having long-range dependence
    • Fox, R., Taqqu M.S.: Non-central limit theorems for quadratic forms in random variables having long-range dependence. The Annals of Probability 13, 428-446 (1985)
    • (1985) The Annals of Probability , vol.13 , pp. 428-446
    • Fox, R.1    Taqqu, M.S.2
  • 4
    • 0002188727 scopus 로고
    • Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
    • Fox, R., Taqqu, M.S.: Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series. The Annals of Statistics 14, 517-532 (1986)
    • (1986) The Annals of Statistics , vol.14 , pp. 517-532
    • Fox, R.1    Taqqu, M.S.2
  • 5
    • 0002646404 scopus 로고
    • Central limit theorem for functional of a linear process
    • Giraitis, L.: Central limit theorem for functional of a linear process. Lithuanian Mathematical Journal 25, 25-35 (1985)
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    • Giraitis, L.1
  • 6
    • 0001865584 scopus 로고
    • Multivariate Appell polynomials and the central limit theorem
    • E. Eberlein and M.S. Taqqu, editors, Birkhauser, New York
    • Giraitis, L., Surgailis, D.: Multivariate Appell polynomials and the central limit theorem. In E. Eberlein and M.S. Taqqu, editors, Dependence in Probability and Statistics. Birkhauser, New York, 1986
    • (1986) Dependence in Probability and Statistics
    • Giraitis, L.1    Surgailis, D.2
  • 7
    • 0001551839 scopus 로고
    • Limit theorem for polynomials of linear processes with long range dependence
    • Giraitis, L., Surgailis, D.: Limit theorem for polynomials of linear processes with long range dependence. Lietuvos Matematikos Rinkinys 29, 128-145 (1989)
    • (1989) Lietuvos Matematikos Rinkinys , vol.29 , pp. 128-145
    • Giraitis, L.1    Surgailis, D.2
  • 8
    • 0001898682 scopus 로고
    • A central limit theorem for quadratic forms in strongly dependent linear variables and application to asymptotical normality of Whittle's estimate
    • Giraitis, L., Surgailis, D.: A central limit theorem for quadratic forms in strongly dependent linear variables and application to asymptotical normality of Whittle's estimate. Probability Theory and Related Fields 86, 87-104 (1990)
    • (1990) Probability Theory and Related Fields , vol.86 , pp. 87-104
    • Giraitis, L.1    Surgailis, D.2
  • 10
    • 0040275443 scopus 로고    scopus 로고
    • Central limit theorems for quadratic forms with time-domain conditions
    • To appear
    • Giraitis, L., Taqqu, M.S.: Central limit theorems for quadratic forms with time-domain conditions. The Annals of Probability 1997. To appear
    • (1997) The Annals of Probability
    • Giraitis, L.1    Taqqu, M.S.2
  • 12
    • 0031487197 scopus 로고    scopus 로고
    • Limit theorems for bivariate Appell polynomials: Part I. Central limit theorems
    • Giraitis, L., Taqqu, M.S.: Limit theorems for bivariate Appell polynomials: Part I. Central limit theorems. Probability Theory and Related Fields 107, 359-381 (1997)
    • (1997) Probability Theory and Related Fields , vol.107 , pp. 359-381
    • Giraitis, L.1    Taqqu, M.S.2
  • 13
    • 0030500327 scopus 로고    scopus 로고
    • On the asymptotic expansion of the empirical process of long memory moving averages
    • Ho, H.C., Hsing, T.: On the asymptotic expansion of the empirical process of long memory moving averages. The Annals of Statistics 24, 992-1024 (1996)
    • (1996) The Annals of Statistics , vol.24 , pp. 992-1024
    • Ho, H.C.1    Hsing, T.2
  • 14
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    • Asymptotic expansion of M-estimators with long memory errors
    • Koul, H.L., Surgailis, D.: Asymptotic expansion of M-estimators with long memory errors. The Annals of Statistics 25, 818-850 (1997)
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    • Koul, H.L.1    Surgailis, D.2
  • 17
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    • A noncentral limit theorem for quadratic forms of Gaussian stationary sequences
    • Terrin, N., Taqqu, M.S.: A noncentral limit theorem for quadratic forms of Gaussian stationary sequences. Journal of Theoretical Probability 3, 449-475 (1990)
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    • Terrin, N.1    Taqqu, M.S.2
  • 18
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    • Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence
    • Terrin, N., Taqqu, M.S.: Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence. Probability Theory and Related Fields 90, 57-81 (1991)
    • (1991) Probability Theory and Related Fields , vol.90 , pp. 57-81
    • Terrin, N.1    Taqqu, M.S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.