Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing
Year of publication: |
2007-08
|
---|---|
Authors: | Gao, Jiti ; Hong, Yongmiao |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Central limit theorem | nonparametric specification | quadratic form | strict stationarity | stochastic process |
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