Note on the Convergence to Normality of Quadratic forms in Independent Variables

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Previous article Next article Note on the Convergence to Normality of Quadratic forms in Independent VariablesJ. M. Ten VregelaarJ. M. Ten Vregelaarhttps://doi.org/10.1137/1135021PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] S. N. Bernstein, Sur l'extension du théorème limite du calcul des probabilités aux sommes de quantitiés dépendantes, Math. Ann., 97 (1926), 1–59 52.0517.03 CrossrefGoogle Scholar[2] Robert J. Serfling, Approximation theorems of mathematical statistics, John Wiley & Sons Inc., New York, 1980xiv+371 82a:62003 0538.62002 CrossrefGoogle Scholar[3] J. M. ten Vregelaar, Parameter estimation from noisy observations of inputs and outputs, Proceedings of the Third International Workshop on Statistical Modeling, Vienna, 1988, 253–279 Google Scholar[4] P. Whittle, Bounds for the moments of linear and quadratic forms in independent variables, Theory Probab. Appl., 3 (1960), 331–335 Google Scholar[5] P. Whittle, On the convergence to normality of quadratic forms in independent variables, Theory Probab. Appl., 9 (1964), 113–118 LinkGoogle Scholar Previous article Next article FiguresRelatedReferencesCited ByDetails ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATESEconometric Theory, Vol. 26, No. 4 | 4 November 2009 Cross Ref A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONSEconometric Theory, Vol. 23, No. 05 | 14 May 2007 Cross Ref Volume 35, Issue 1| 1991Theory of Probability & Its Applications1-204 History Submitted:10 August 1987Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1135021Article page range:pp. 177-179ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics