On a Szego Type Limit Theorem, the Holder-Young-Brascamp-Lieb Inequality, and the Asymptotic Theory of Integrals and Quadratic Forms of Stationary Fields

Florin Avram, Nikolai Leonenko, Ludmila Sakhno

Many statistical applications require establishing central limit theorems for sums, integrals, or for quadratic forms of functions of a stationary process. A particularly important…