Moment bounds and central limit theorem for functions of Gaussian vectors

被引：18

作者：

Soulier, P ^{[1
]}

机构：

[1] Univ Evry Val Essonne, Dept Math, F-91025 Evry, France

来源：

STATISTICS & PROBABILITY LETTERS | 2001年 / 54卷 / 02期

关键词：

central limit and other weak theorems; inequalities; Gaussian processes; spectral analysis; long range dependent processes;

D O I：

10.1016/S0167-7152(01)00061-X

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this note, bounds for moments of functions of Gaussian vectors are proved, generalizing earlier results by Taqqu (Z. Wahrscheinlichkeitstheorie verw, Gebite 40 (1977) 203) and Arcones (Ann, probab. 15 (4) (1994) 2243), These bounds are used to derive a Lindeberg-Levy central limit theorem for triangular arrays of functions of Gaussian vectors. Statistical applications for long range dependent processes are given. (C) 2001 Elsevier Science B.V. All rights reserved.

引用

页码：193 / 203

页数：11

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