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The asymptotic behavior of quadratic forms in ϕ-mixing random variables

Article ID Journal Published Year Pages File Type
4640666 Journal of Computational and Applied Mathematics 2009 12 Pages PDF
Abstract
Let {Zi,i≥1} be a linear process defined by Zt=∑j=0∞djξt−j with {dj,j≥0} being a regular varying sequence of real numbers and {ξt,−∞
Keywords
60F0562E2062F1262M10Quadratic formsLinear process
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Preview
The asymptotic behavior of quadratic forms in ϕ-mixing random variables
Authors
Fuming Lin,
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Journal of Computational and Applied Mathematics
Journal: Journal of Computational and Applied Mathematics
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60F05
62E20
62F12
62M10
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Linear process
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