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Central limit theorems for quadratic forms in random variables having long-range dependence
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  • Published: June 1987

Central limit theorems for quadratic forms in random variables having long-range dependence

  • Robert Fox1 nAff2 &
  • Murad S. Taqqu1 nAff3 

Probability Theory and Related Fields volume 74, pages 213–240 (1987)Cite this article

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References

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Author information

Author notes
  1. Robert Fox

    Present address: Department of Mathematics, Boston College, 02167, Chestnut Hill, MA, USA

  2. Murad S. Taqqu

    Present address: Department of Mathematics, Boston University, 02215, Boston, MA, USA

Authors and Affiliations

  1. Cornell University, 14853, Ithaca, NY, USA

    Robert Fox & Murad S. Taqqu

Authors
  1. Robert Fox
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  2. Murad S. Taqqu
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Additional information

Research supported by the National Science Foundation grant ECS-80-15585

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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

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  • Received: 18 November 1983

  • Revised: 17 March 1986

  • Issue Date: June 1987

  • DOI: https://doi.org/10.1007/BF00569990

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Keywords

  • Stochastic Process
  • Probability Theory
  • Quadratic Form
  • Limit Theorem
  • Mathematical Biology
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