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Central Limit Theorems and Quadratic Variations in terms of Spectral Density
| Content Provider | Hyper Articles en Ligne (HAL) |
|---|---|
| Author | Biermé, Hermine Bonami, Aline Leon, José, R. |
| Copyright Year | 2011 |
| Abstract | We give a new proof and provide new bounds for the speed of convergence in the Central Limit Theorems of Breuer Major on stationary Gaussian time series. Our assumptions are given in terms of the spectral density of the time series. We then consider generalized quadratic variations of Gaussian fields with stationary increments under the assumption that their spectral density is asymptotically self-similar and prove Central Limit Theorems in this context. |
| Related Links | https://hal.science/hal-00497795v2/file/CLTQV_preprint1.pdf |
| ISSN | 10836489 |
| Volume Number | 16 |
| Journal | Electronic Journal of Probability |
| Language | English |
| Publisher | HAL CCSD Institute of Mathematical Statistics (IMS) |
| Publisher Date | 2011-01-01 |
| Access Restriction | Open |
| Subject Keyword | Spectral density Quadratic variations Central limit theorem Periodogram Gaussian stationary process |
| Content Type | Text |
| Resource Type | Article |
| Subject | Mathematics Statistics, Probability and Uncertainty Statistics and Probability |
