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Statistics & probability letters, 2001-09, Vol.54 (2), p.193-203

2001

Autor(en) / Beteiligte

Titel

Moment bounds and central limit theorem for functions of Gaussian vectors

Ist Teil von

Ort / Verlag

Amsterdam: Elsevier B.V

Erscheinungsjahr

2001

Link zum Volltext

Quelle

Elsevier Journal Backfiles on ScienceDirect (DFG Nationallizenzen)

Beschreibungen/Notizen

In this note, bounds for moments of functions of Gaussian vectors are proved, generalizing earlier results by Taqqu (Z. Wahrscheinlichkeitstheorie verw. Gebite 40 (1977) 203) and Arcones (Ann. probab. 15 (4) (1994) 2243). These bounds are used to derive a Lindeberg–Levy central limit theorem for triangular arrays of functions of Gaussian vectors. Statistical applications for long range dependent processes are given.

Sprache: Englisch
Identifikatoren: ISSN: 0167-7152
eISSN: 1879-2103
DOI: 10.1016/S0167-7152(01)00061-X
Titel-ID: cdi_crossref_primary_10_1016_S0167_7152_01_00061_X

Format: –
Schlagworte: Central limit and other weak theorems, Central limit and other weak theorems Inequalities Gaussian processes Spectral analysis Long range dependent processes, Distribution theory, Exact sciences and technology, Gaussian processes, Inequalities, Inference from stochastic processes, time series analysis, Limit theorems, Long range dependent processes, Mathematics, Probability and statistics, Probability theory and stochastic processes, Sciences and techniques of general use, Spectral analysis, Statistics, Stochastic processes

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