A central limit theorem for a random quadratic form of strictly stationary processes

Jiti Gao and Vo Anh

Statistics & Probability Letters, 2000, vol. 49, issue 1, 69-79

Abstract: In this paper, we consider a random quadratic form of strictly stationary processes. A central limit theorem for the quadratic form is established and an application to nonparametric series regression is given.

Keywords: Central; limit; theorem; Quadratic; form; Stationary; process (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (6)

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