In this chapter, we present results on central limit theorems for random Toeplitz-type quadratic functionals of stationary processes. The underlying processes are either Gaussian or linear processes with memory, defined in discrete or continuous time. As applications, we provide Berry-Esséen bounds, as well as large and moderate deviation results for these functionals.

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Central Limit Theorems for Random Toeplitz Quadratic Functionals

  • Mamikon S. Ginovyan

摘要

In this chapter, we present results on central limit theorems for random Toeplitz-type quadratic functionals of stationary processes. The underlying processes are either Gaussian or linear processes with memory, defined in discrete or continuous time. As applications, we provide Berry-Esséen bounds, as well as large and moderate deviation results for these functionals.