A central limit theorem for a random quadratic form of strictly stationary processes

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.

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Year of publication:	2000
Authors:	Gao, Jiti ; Anh, Vo
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 49.2000, 1, p. 69-79
Publisher:	Elsevier
Keywords:	Central limit theorem Quadratic form Stationary process

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005313962