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 | |
| Publication status | Published - 1986 Jun |
| Externally published | Yes |
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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 journal › Article
}
TY - JOUR
T1 - Berry-Esseen theorems for quadratic forms of Gaussian stationary processes
AU - Taniguchi, Masanobu
PY - 1986/6
Y1 - 1986/6
N2 - 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).
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).
UR - http://www.scopus.com/inward/record.url?scp=0642334866&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=0642334866&partnerID=8YFLogxK
U2 - 10.1007/BF00699102
DO - 10.1007/BF00699102
M3 - Article
AN - SCOPUS:0642334866
VL - 72
SP - 185
EP - 194
JO - Probability Theory and Related Fields
JF - Probability Theory and Related Fields
SN - 0178-8051
IS - 2
ER -