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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2007 Volume 341, Pages 81–114 (Mi znsl135)

This article is cited in 6 papers

Asymptotic expansion in the central limit theorem for quadratic forms

F. Götzea, A. N. Tikhomirovb, V. A. Yurchenkoc

a Bielefeld University
b Saint-Petersburg State University
c Syktyvkar State University

Abstract: We consider the statistic of the form
$$ Q_n=\sum_{j=1}^N a_{jj}(X_j^2-\mu_2)+\sum_{1\le j\ne k\le N}a_{jk}X_jX_k, $$
where $X_j$ are i.i.d. random variables with the finite sixth moment. We obtain the rate of convergence in the central limit theorem for one term Edgeworth expansion. Furthermore, applications to Toeplitz matrices, quadratic form of ARMA-processes, goodness-of-fit as well as spacing statistics are included.

UDC: 519.21

Received: 22.11.2006

Language: English


 English version:
Journal of Mathematical Sciences (New York), 2007, 147:4, 6891–6911

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