Berry-Esseen theorems for quadratic forms of Gaussian stationary processes

Research output: Contribution to journalArticle

7 Citations (Scopus)

Abstract

Let X1, X2, ... be a Gaussian stationary process with spectral density f(λ), and let {Mathematical expression} The present paper gives a Berry-Esseen type theorem for the joint distribution of (Z1, ..., Zp).

Original languageEnglish
Pages (from-to)185-194
Number of pages10
JournalProbability Theory and Related Fields
Volume72
Issue number2
DOIs
Publication statusPublished - 1986 Jun
Externally publishedYes

Fingerprint

Berry-Esseen Theorem
Stationary Gaussian Process
Spectral Density
Joint Distribution
Quadratic form
Theorem
Joint distribution
Spectral density
Stationary process

ASJC Scopus subject areas

  • Statistics and Probability
  • Analysis
  • Mathematics(all)

Cite this

Berry-Esseen theorems for quadratic forms of Gaussian stationary processes. / Taniguchi, Masanobu.

In: Probability Theory and Related Fields, Vol. 72, No. 2, 06.1986, p. 185-194.

Research output: Contribution to journalArticle

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