A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
- 1 March 1990
- journal article
- research article
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 86 (1) , 87-104
- https://doi.org/10.1007/bf01207515
Abstract
No abstract availableKeywords
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- The asymptotic theory of linear time-series modelsJournal of Applied Probability, 1973
- Toeplitz Forms and Their ApplicationsPhysics Today, 1958