کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1152517 958290 2011 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Martingale limit theorems of divisible statistics in a multinomial scheme with mixed frequencies
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Martingale limit theorems of divisible statistics in a multinomial scheme with mixed frequencies
چکیده انگلیسی

The martingale approach to limit theorems of divisible statistics in non-classical multinomial schemes, established by Khmaladze in 1983, has shown great power for those models with all asymptotically Poissonian frequencies. We extended this approach to more general situations, which include both asymptotically Gaussian and Poissonian frequencies, and established functional limit theorems.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 81, Issue 8, August 2011, Pages 1128–1135
نویسندگان
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