The asymptotic behavior of quadratic forms in ϕ-mixing random variables

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摘要

Let {Zi,i≥1} be a linear process defined by Zt=∑j=0∞djξt−j with {dj,j≥0} being a regular varying sequence of real numbers and {ξt,−∞

论文关键词：60F05,62E20,62F12,62M10,Quadratic forms,Linear process,ϕ-mixing variables,α-mixing variables

论文评审过程：Received 5 October 2008, Revised 19 July 2009, Available online 28 July 2009.

论文官网地址：https://doi.org/10.1016/j.cam.2009.07.044