Variance inequalities for quadratic forms with applications

Abstract

We obtain variance inequalities for quadratic forms of weakly dependent random variables with bounded fourth moments. We also discuss two application. 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.

References in corpus (1)

• Partially monotone tensor spline estimation of the joint distribution function with bivariate current status data

Cited by in corpus (1)

• Nonlinear Network Autoregression