Moment bounds and central limit theorem for functions of Gaussian vectors
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References listed on IDEAS
- Breuer, Péter & Major, Péter, 1983. "Central limit theorems for non-linear functionals of Gaussian fields," Journal of Multivariate Analysis, Elsevier, vol. 13(3), pages 425-441, September.
- Deo, Rohit S. & Chen, Willa W., 2000. "On the integral of the squared periodogram," Stochastic Processes and their Applications, Elsevier, vol. 85(1), pages 159-176, January.
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- Valdério A. Reisen & Eric Moulines & Philippe Soulier & Glaura C. Franco, 2010. "On the properties of the periodogram of a stationary long-memory process over different epochs with applications," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(1), pages 20-36, January.
- Blacher, René, 2007. "Central Limit Theorem by moments," Statistics & Probability Letters, Elsevier, vol. 77(17), pages 1647-1651, November.
- Masaki Narukawa & Yasumasa Matsuda, 2008. "Broadband semiparametric estimation of the long-memory parameter by the likelihood-based FEXP approach," TERG Discussion Papers 239, Graduate School of Economics and Management, Tohoku University.
- Pakkanen, Mikko S., 2014. "Limit theorems for power variations of ambit fields driven by white noise," Stochastic Processes and their Applications, Elsevier, vol. 124(5), pages 1942-1973.
- Hassler, Uwe, 2011.
"Estimation of fractional integration under temporal aggregation,"
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- Hurvich, Clifford M. & Moulines, Eric & Soulier, Philippe, 2002. "The FEXP estimator for potentially non-stationary linear time series," Stochastic Processes and their Applications, Elsevier, vol. 97(2), pages 307-340, February.
- Mikko S. Pakkanen, 2013. "Limit theorems for power variations of ambit fields driven by white noise," CREATES Research Papers 2013-01, Department of Economics and Business Economics, Aarhus University.
- Bardet, Jean-Marc & Surgailis, Donatas, 2013. "Moment bounds and central limit theorems for Gaussian subordinated arrays," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 457-473.
More about this item
KeywordsCentral limit and other weak theorems Inequalities Gaussian processes Spectral analysis Long range dependent processes;
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