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

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 1
Externally published	Yes

ASJC Scopus subject areas

Analysis
Statistics and Probability
Statistics, Probability and Uncertainty

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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,

day = "1",

doi = "10.1007/BF00699102",

language = "English",

volume = "72",

pages = "185--194",

journal = "Probability Theory and Related Fields",

issn = "0178-8051",

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PY - 1986/6/1

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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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