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^*

^*この研究の対応する著者

研究成果 › 査読

7 被引用数 (Scopus)

抄録

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).

本文言語	English
ページ（範囲）	185-194
ページ数	10
ジャーナル	Probability Theory and Related Fields
巻	72
号	2
DOI	https://doi.org/10.1007/BF00699102
出版ステータス	Published - 1986 6
外部発表	はい

ASJC Scopus subject areas

分析
統計学および確率
統計学、確率および不確実性

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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",

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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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Berry-Esseen theorems for quadratic forms of Gaussian stationary processes

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