کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1150745 | 957986 | 2006 | 17 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions](/preview/png/1150745.png)
چکیده انگلیسی
We provide an asymptotic result for the distribution of functionals of continuous Gaussian processes with long memory. Much of the existing literature on the subject resorts to asymptotic representations based on stochastic integrals. However, the method of proof used here, based on characteristic functions, enables one to extend the class of functionals for which we are able to provide an asymptotic representation. Next, we study the properties of the asymptotic process and finally, as an application, we consider the case of continuous regression where the process of errors follows a Gamma process with long-range dependence.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 136, Issue 4, 1 April 2006, Pages 1220–1236
Journal: Journal of Statistical Planning and Inference - Volume 136, Issue 4, 1 April 2006, Pages 1220–1236
نویسندگان
Nikolai N. Leonenko, Emanuele Taufer,