Summary
LetX 1,X 2, ... be a Gaussian stationary process with spectral densityf(λ), and let
The present paper gives a Berry-Esseen type theorem for the joint distribution of (Z 1, ...,Z p).
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This work was partially supported by the Grant-in-Aid of the Ministry of Education
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Taniguchi, M. Berry-Esseen theorems for quadratic forms of Gaussian stationary processes. Probab. Th. Rel. Fields 72, 185–194 (1986). https://doi.org/10.1007/BF00699102
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DOI: https://doi.org/10.1007/BF00699102
Keywords
- Stochastic Process
- Stationary Process
- Probability Theory
- Quadratic Form
- Mathematical Biology