Berry-Esseen theorems for quadratic forms of Gaussian stationary processes

Masanobu Taniguchi

doi:10.1007/BF00699102

Berry-Esseen theorems for quadratic forms of Gaussian stationary processes

Masanobu Taniguchi^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

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 language	English
Pages (from-to)	185-194
Number of pages	10
Journal	Probability Theory and Related Fields
Volume	72
Issue number	2
DOIs	https://doi.org/10.1007/BF00699102
Publication status	Published - 1986 Jun
Externally published	Yes

ASJC Scopus subject areas

Analysis
Statistics and Probability
Statistics, Probability and Uncertainty

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10.1007/BF00699102

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title = "Berry-Esseen theorems for quadratic forms of Gaussian stationary processes",

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).",

author = "Masanobu Taniguchi",

year = "1986",

month = jun,

doi = "10.1007/BF00699102",

language = "English",

volume = "72",

pages = "185--194",

journal = "Probability Theory and Related Fields",

issn = "0178-8051",

publisher = "Springer New York",

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AU - Taniguchi, Masanobu

PY - 1986/6

Y1 - 1986/6

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AB - 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).

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DO - 10.1007/BF00699102

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JF - Probability Theory and Related Fields

SN - 0178-8051

IS - 2

ER -

Berry-Esseen theorems for quadratic forms of Gaussian stationary processes

Abstract

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