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Convergence to a Gaussian limit as the normalization exponent tends to

Author

Listed:
  • Terrin, Norma
  • Taqqu, Murad S.

Abstract

Certain quadratic forms with long-range dependence, normalized by Nd with , have a non-Gaussian limit, but under further normalization, as , the limit becomes Gaussian.

Suggested Citation

  • Terrin, Norma & Taqqu, Murad S., 1991. "Convergence to a Gaussian limit as the normalization exponent tends to," Statistics & Probability Letters, Elsevier, vol. 11(5), pages 419-427, May.
  • Handle: RePEc:eee:stapro:v:11:y:1991:i:5:p:419-427
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    Cited by:

    1. Bai, Shuyang & Ginovyan, Mamikon S. & Taqqu, Murad S., 2015. "Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes," Statistics & Probability Letters, Elsevier, vol. 104(C), pages 58-67.

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