- Published 1998

The asymptotic behavior of quadratic forms of stationary sequences plays an important role in statistics , for example, in the context of the Whittle approximation to maximum likelihood. The quadratic form, appropriately normalized, may have Gaussian or non-Gaussian limits. Under what circumstances will the limits be of one type or another? And if the limits are non-Gaussian, what are they? The goal of this paper is to describe the historical development of the problem and provide further extensions of recent results.

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@inproceedings{Taqqu1998ConvergenceON,
title={Convergence of normalized quadratic forms yLiudas},
author={Murad S. Taqqu},
year={1998}
}