کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1144805 | 957434 | 2012 | 10 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Random central limit theorems for linear processes with weakly dependent innovations
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Random central limit theorems for linear processes with weakly dependent innovations Random central limit theorems for linear processes with weakly dependent innovations](/preview/png/1144805.png)
چکیده انگلیسی
Random central limit theorems (CLTs) are established for a linear process driven by a strictly stationary ψψ-weakly dependent process as well as for the ψψ-weakly dependent process itself, whose dependence structure was introduced by Doukhan and Louhichi [Doukhan, P., & Louhichi, S. (1999). A new weak dependence condition and applications to moment inequalities. Stochastic Processes and their Applications, 30 84, 313–342] to generalize mixings and other dependence. Random CLTs are established for partial sums and sample autocovariances of the ψψ-weakly dependent process and the linear process under absolute summability.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of the Korean Statistical Society - Volume 41, Issue 3, September 2012, Pages 313–322
Journal: Journal of the Korean Statistical Society - Volume 41, Issue 3, September 2012, Pages 313–322
نویسندگان
Eunju Hwang, Dong Wan Shin,