Abstract
In this paper, we consider a random quadratic form of strictly stationary processes. A central limit theorem for the quadratic form is established and an application to nonparametric series regression is given.
| Original language | English |
|---|---|
| Pages (from-to) | 69-79 |
| Number of pages | 11 |
| Journal | Statistics and Probability Letters |
| Volume | 49 |
| Issue number | 1 |
| Publication status | Published - 1 Aug 2000 |
Keywords
- Central limit theorem
- Quadratic form
- Stationary process