Götze, Friedrich
Friedrich
Götze
Tikhomirov, AN
AN
Tikhomirov
Asymptotic distribution of quadratic forms
INST MATHEMATICAL STATISTICS
1999
2010-04-28T13:05:40Z
2019-05-13T10:53:46Z
journal_article
https://pub.uni-bielefeld.de/record/1622394
https://pub.uni-bielefeld.de/record/1622394.json
0091-1798
We consider quadratic forms [GRAPHICS] where X-j are i.i.d. random variables with finite third moment. We obtain optimal bounds for the Kolmogorov distance between the distribution of Q(n), and the distribution of the same quadratic forms with X-j replaced by corresponding Gaussian random variables. These bounds are applied to Toeplitz and random matrices as well. as to nonstationary AR(1) processes.