On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields
نویسندگان
چکیده
منابع مشابه
On a Szego Type Limit Theorem, the Holder-young-brascamp-lieb Inequality, and the Asymptotic Theory of Integrals and Quadratic Forms of Stationary Fields
Many statistical applications require establishing central limit theorems for sums/integrals ST (h) = ∫ t∈IT h(Xt)dt or for quadratic forms QT (h) = ∫ t,s∈IT b̂(t − s)h(Xt,Xs)dsdt, where Xt is a stationary process. A particularly important case is that of Appell polynomials h(Xt) = Pm(Xt), h(Xt,Xs) = Pm,n(Xt, Xs), since the “Appell expansion rank” determines typically the type of central limit t...
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on translation of phatic communion and socio-cultural relationships between the characters of the novels
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ژورنال
عنوان ژورنال: ESAIM: Probability and Statistics
سال: 2010
ISSN: 1292-8100,1262-3318
DOI: 10.1051/ps:2008031