Convergence of normalized quadratic forms yLiudas


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.

Cite this paper

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