Article PDF
Avoid common mistakes on your manuscript.
References
Fox, R., Taqqu, M.S.: Large-sample properties of parameter estimates for strongly dependent stationary time series. Ann. Stat.14, 517–532 (1986)
Grenander, U., Szegö, G.: Toeplitz forms and their applications. University of California Press, Berkeley: University of California Press (1958)
Hoskings, J.R.M.. Fractional differencing. Biometrika68, 165–176 (1981)
Lowenstein, J.H., Zimmermann, W.: The power counting theorem for Feynman integrals with massless propagators. Commun. Math. Phys.44, 73–86 (1975)
Madelbrot, B.B., Van Ness, J.W.: Fractional Brownian motions, fractional noises and applications. SIAM Review10, 422–437 (1968)
Rosenblatt, M.: Independence and dependence. Proc. 4th Berkeley Symp. Math. Stat. Probab., pp. 431–443. Berkeley: University of California Press: Berkeley (1961)
Sinai, Ya.G.: Self-similar probability distributions. Theory Probab. Appl.21, 64–80 (1976)
Walker, A.N.: Asymptotic properties of least squares estimators of parameters of the spectrum of a stationary nondeterministic time series. J. Aust. Math. Soc.4, 363–384 (1964)
Author information
Authors and Affiliations
Additional information
Research supported by the National Science Foundation grant ECS-80-15585
Rights and permissions
About this article
Cite this article
Fox, R., Taqqu, M.S. Central limit theorems for quadratic forms in random variables having long-range dependence. Probab. Th. Rel. Fields 74, 213–240 (1987). https://doi.org/10.1007/BF00569990
Received:
Revised:
Issue Date:
DOI: https://doi.org/10.1007/BF00569990