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most citedAsymptotic properties of the normalized discrete associated-kernel estimator for probability mass function

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math.PR2026

Quantitative central limit theorem for an integrated periodogram via the fourth moment theorem

Samir Ben Hariz, Duc-Quang Bui, Youssef Esstafa

We revisit the central limit theorem for integrated periodograms, equivalently for Toeplitz quadratic forms of stationary Gaussian sequences. Under a regular-variation assumption a…