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| HAL : hal-00588606, version 1 |
| arXiv : 1104.4732 |
| Fiche détaillée |  Récupérer au format |
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| Versions disponibles : | v1 (25-04-2011) | v2 (08-08-2012) |
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| A general moment bound for a product of Gaussian vector's functionals and a central limit theorem for subordinated Gaussian triangular arrays |
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| Jean-Marc Bardet 1Donatas Surgailis 2, 3 |
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| (24/04/2011) |
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| A general moment bound for a product of Gaussian vector's functions extending the moment bound in Taqqu (1977, Lemma 4.5) is established. A very general central limit theorem for triangular arrays of nonlinear functionals of multidimensional Gaussian sequences generalizing the results of Arcones (1994) is deduced. The stationarity of the Gaussian vector sequences is not required. |
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| 1 : | Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne) (SAMM) |
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Université Paris I - Panthéon-Sorbonne |
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| 2 : | Vilnius Institute of Mathematics and Informatics |
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Vilnius University |
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| 3 : | Institute of Mathematics and Informatics |
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Université de Vilnius |
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| Domaine | : | Mathématiques/Statistiques Statistiques/Théorie |
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| Central limit theorem for triangular arrays – Moment bound for Gaussian vector's functions – Hermitian decomposition – Diagram formula – Long memory processes. |
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| hal-00588606, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00588606 | |
| oai:hal.archives-ouvertes.fr:hal-00588606 | |
| Contributeur : Jean-Marc Bardet | |
| Soumis le : Dimanche 24 Avril 2011, 19:53:11 | |
| Dernière modification le : Lundi 25 Avril 2011, 17:09:21 | |
