Convergence of quadratic forms with nonvanishing diagonal
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References listed on IDEAS
- Mikosch, T., 1991. "Functional limit theorems for random quadratic forms," Stochastic Processes and their Applications, Elsevier, vol. 37(1), pages 81-98, February.
- Bhansali, R.J. & Giraitis, L. & Kokoszka, P.S., 2007. "Approximations and limit theory for quadratic forms of linear processes," Stochastic Processes and their Applications, Elsevier, vol. 117(1), pages 71-95, January.
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- Wang, Siyang & Cui, Hengjian, 2013. "Generalized F test for high dimensional linear regression coefficients," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 134-149.
- Landajo, Manuel & Presno, María José, 2010. "Nonparametric pseudo-Lagrange multiplier stationarity testing," MPRA Paper 25659, University Library of Munich, Germany.
More about this item
KeywordsAsymptotic normality Quadratic form;
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