Loading [MathJax]/jax/output/CommonHTML/jax.js
Zapiski Nauchnykh Seminarov POMI
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Zap. Nauchn. Sem. POMI:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Zapiski Nauchnykh Seminarov POMI, 2007, Volume 341, Pages 81–114 (Mi znsl135)  

This article is cited in 6 scientific papers (total in 6 papers)

Asymptotic expansion in the central limit theorem for quadratic forms

F. Götzea, A. N. Tikhomirovb, V. A. Yurchenkoc

a Bielefeld University
b Saint-Petersburg State University
c Syktyvkar State University
Full-text PDF (318 kB) Citations (6)
References:
Abstract: We consider the statistic of the form
Qn=Nj=1ajj(X2jμ2)+1jkNajkXjXk,
where Xj are i.i.d. random variables with the finite sixth moment. We obtain the rate of convergence in the central limit theorem for one term Edgeworth expansion. Furthermore, applications to Toeplitz matrices, quadratic form of ARMA-processes, goodness-of-fit as well as spacing statistics are included.
Received: 22.11.2006
English version:
Journal of Mathematical Sciences (New York), 2007, Volume 147, Issue 4, Pages 6891–6911
DOI: https://doi.org/10.1007/s10958-007-0512-8
Bibliographic databases:
UDC: 519.21
Language: English
Citation: F. Götze, A. N. Tikhomirov, V. A. Yurchenko, “Asymptotic expansion in the central limit theorem for quadratic forms”, Probability and statistics. Part 11, Zap. Nauchn. Sem. POMI, 341, POMI, St. Petersburg, 2007, 81–114; J. Math. Sci. (N. Y.), 147:4 (2007), 6891–6911
Citation in format AMSBIB
\Bibitem{GotTikYur07}
\by F.~G\"otze, A.~N.~Tikhomirov, V.~A.~Yurchenko
\paper Asymptotic expansion in the central limit theorem for quadratic forms
\inbook Probability and statistics. Part~11
\serial Zap. Nauchn. Sem. POMI
\yr 2007
\vol 341
\pages 81--114
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl135}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2363586}
\zmath{https://zbmath.org/?q=an:1123.60013}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2007
\vol 147
\issue 4
\pages 6891--6911
\crossref{https://doi.org/10.1007/s10958-007-0512-8}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-36049052572}
Linking options:
  • https://www.mathnet.ru/eng/znsl135
  • https://www.mathnet.ru/eng/znsl/v341/p81
  • This publication is cited in the following 6 articles:
    1. Dimitrios Bagkavos, Prakash N. Patil, “Goodness-of-fit testing for normal mixture densities”, Computational Statistics & Data Analysis, 188 (2023), 107815  crossref
    2. Nick Firoozye, Adriano Soares Koshiyama, “Optimal Dynamic Strategies on Gaussian Returns”, SSRN Journal, 2019  crossref
    3. D. Bagkavos, P.N. Patil, “A new test of independence for bivariate observations”, Journal of Multivariate Analysis, 160 (2017), 117  crossref
    4. Fei Jin, Lung-fei Lee, “On the bootstrap for Moran's I test for spatial dependence”, Journal of Econometrics, 184:2 (2015), 295  crossref
    5. Jia Chen, Jiti Gao, Degui Li, Zhengyan Lin, “Nonparametric Specification Testing in Nonlinear and Nonstationary Time Series Models: Theory and Practice”, SSRN Journal, 2013  crossref
    6. Nourdin I., Peccati G., “Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields”, Ann. Probab., 37:6 (2009), 2231–2261  crossref  mathscinet  zmath  isi  elib  scopus
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Записки научных семинаров ПОМИ
    Statistics & downloads:
    Abstract page:403
    Full-text PDF :142
    References:50
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2025