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  • Search: subject:"Moment bound for Gaussian vector’s functions"
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Berry–Esseen bounds 1 Central limit theorem for triangular arrays 1 Diagram formula 1 Hermitian decomposition 1 Locally stationary process 1 Long memory processes 1 Moment bound for Gaussian vector’s functions 1
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Bardet, Jean-Marc 1 Surgailis, Donatas 1
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Journal of Multivariate Analysis 1
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Moment bounds and central limit theorems for Gaussian subordinated arrays
Bardet, Jean-Marc; Surgailis, Donatas - In: Journal of Multivariate Analysis 114 (2013) C, pp. 457-473
A general moment bound for sums of products of Gaussian vector’s functions extending the moment bound in Taqqu (1977, Lemma 4.5) [28] is established. A general central limit theorem for triangular arrays of nonlinear functionals of multidimensional non-stationary Gaussian sequences is proved....
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