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Zapiski Nauchnykh Seminarov POMI, 2005, Volume 328, Pages 221–229
(Mi znsl316)
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This article is cited in 1 scientific paper (total in 1 paper)
Large Toeplitz operators and quadratic form generated by stationary Gaussian sequence
V. N. Soleva, L. Gerville-Reacheb a St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
b Université Victor Segalen Bordeaux 2
Abstract:
Let $\Gamma_n(f,g)=\sum\limits_{-n\le t,\,s\le n}\,g_{t-s}X_tX_s$ – be a Toeplitz quadratic form generated by a real valued function $g(u)=\sum\limits_{-\infty}^{\infty}\,g_ke^{iku}$ and stationary sequence $X_n$ with spectral density $f$. Many sufficient conditions of asymptotic normality of the normalized quadratic form $\Psi_n(f,g)$ have been proposed since 1958. A less restrictive one was given in the paper of L. Giraitis and
D. Surgailis (1990). Using a linear operator approach, we suggest a new vision of the problem and propose a new sufficient condition on the couple of functions $(f,g)$ even more effective.
Received: 07.10.2005
Citation:
V. N. Solev, L. Gerville-Reache, “Large Toeplitz operators and quadratic form generated by stationary Gaussian sequence”, Probability and statistics. Part 9, Zap. Nauchn. Sem. POMI, 328, POMI, St. Petersburg, 2005, 221–229; J. Math. Sci. (N. Y.), 139:3 (2006), 6625–6630
Linking options:
https://www.mathnet.ru/eng/znsl316 https://www.mathnet.ru/eng/znsl/v328/p221
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Abstract page: | 221 | Full-text PDF : | 79 | References: | 47 |
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