Moment bounds and central limit theorem for functions of Gaussian vectors
AbstractIn this note, bounds for moments of functions of Gaussian vectors are proved, generalizing earlier results by Taqqu (Z. Wahrscheinlichkeitstheorie verw. Gebite 40 (1977) 203) and Arcones (Ann. probab. 15 (4) (1994) 2243). These bounds are used to derive a Lindeberg-Lévy central limit theorem for triangular arrays of functions of Gaussian vectors. Statistical applications for long range dependent processes are given.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 54 (2001)
Issue (Month): 2 (September)
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