2 papers
math.PR2018
Limit theorems for quadratic forms and related quantities of discretely sampled continuous-time moving averages
Mikkel Slot Nielsen, Jan Pedersen
The limiting behavior of Toeplitz type quadratic forms of stationary processes has received much attention through decades, particularly due to its importance in statistical estima…
math.PR2017
On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos
Andreas Basse-O'Connor, Jan Pedersen, Victor Rohde
Infinite divisibility of a class of two-dimensional vectors with components in the second Wiener chaos is studied. Necessary and sufficient conditions for infinite divisibility is…