Hannan, E. J.; Heyde, C. C. On limit theorems for quadratic functions of discrete time series. (English) Zbl 0254.62057 Ann. Math. Stat. 43, 2058-2066 (1972). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 43 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 60G10 Stationary stochastic processes 62E20 Asymptotic distribution theory in statistics PDFBibTeX XMLCite \textit{E. J. Hannan} and \textit{C. C. Heyde}, Ann. Math. Stat. 43, 2058--2066 (1972; Zbl 0254.62057) Full Text: DOI