Variance inequalities for quadratic forms with applications

被引：11

作者：

Yaskov P. ^{[1
,2
]}

机构：

[1] Steklov Math. Inst. RAS, Moscow

[2] Nat. Univ. of Sci. and Technol. MISIS, Moscow

来源：

Mathematical Methods of Statistics | 2015年 / 24卷 / 4期

基金：

俄罗斯科学基金会;

关键词：

moment inequalities; quadratic forms; random matrices;

D O I：

10.3103/S1066530715040055

中图分类号：

学科分类号：

摘要：

We obtain variance inequalities for quadratic forms of weakly dependent random variables with bounded fourth moments. We also discuss two applications. Namely, we use these inequalities for deriving the limiting spectral distribution of a random matrix and estimating the long-run variance of a stationary time series. © 2015, Allerton Press, Inc.

引用

页码：309 / 319

页数：10

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