| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1155267 | Statistics & Probability Letters | 2007 | 9 Pages |
Abstract
Motivated by applications to time series analysis, we establish the asymptotic normality of a quadratic form in i.i.d. random variables which has a nonvanishing diagonal. Our theory covers the case of both the finite and the infinite fourth moment, and leads to new results also in the case of a vanishing diagonal.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
R.J. Bhansali, L. Giraitis, P.S. Kokoszka,