Approximations and limit theory for quadratic forms of linear processes

Stochastic Processes and their Applications

Volumn 117, Issue 1, 2007, Pages 71-95

  Bhansali, R J ^a   Giraitis, L ^b   Kokoszka, P S ^c  

^a UNIVERSITY OF LIVERPOOL   (United Kingdom)

^b UNIVERSITY OF YORK   (United Kingdom)

^c UTAH STATE UNIVERSITY   (United States)

Author keywords

Asymptotic normality; Integrated periodogram; Linear process; Quadratic form; Semiparametric and kernel estimation

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; ERROR ANALYSIS; LINEAR EQUATIONS; METHOD OF MOMENTS; PARAMETER ESTIMATION; QUADRATIC PROGRAMMING;

ASYMPTOTIC NORMALITY; INTEGRATED PERIODOGRAM; LINEAR PROCESS; QUADRATIC FORM; SEMIPARAMETRIC AND KERNEL ESTIMATION;

APPROXIMATION THEORY;

EID: 33751405083     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2006.05.015     Document Type: Article

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