Skip to main content
Article thumbnail
Location of Repository

Convergence of normalized quadratic forms

By Liudas Giraitis and Murad S. Taqqu


The asymptotic behavior of quadratic forms of stationary sequences plays an important role in statistics, for example, in the context of the Whittle approximation to maximum likelihood. The quadratic form, appropriately normalized, may have Gaussian or non-Gaussian limits. Under what circumstances will the limits be of one type or another? And if the limits are non-Gaussian, what are they? The goal of this paper is to describe the historical development of the problem and provide further extensions of recent results

Topics: QA Mathematics
Publisher: Elsevier
Year: 1999
DOI identifier: 10.1016/S0378-3758(98)00240-7
OAI identifier:
Provided by: LSE Research Online
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • (external link)
  • (external link)
  • Suggested articles

    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.