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Note on asymptotic normality of kernel density estimator for linear process under short-range dependence
asymptotic normality kernel density estimator linear process short-range dependence
2009/9/21
Wc mnf;i&r the paablem of density estimation for
m a one-sided linear prosees X, = zt _ , a, Z, , with i.id square iategra-
Me kovatims - We prove that under weak contritions on
(ai)&, which imply ...
SOME REMARKS ON THE CENTRAL LIMIT THEOREM FOR FUNCTIONALS OF LINEAR PROCESSES UNDER SHORT-RANGE DEPENDENCE
Central limit theorem, linear process time series short-range dependence Markov chain
2009/9/18
In this paper we consider the central limit theorems for
functionals G: R"' -, R of one-sided m-dimensional linear processes
X, = xr= A, 2,-, , where A, is a nonrandom matrix m x in and 2,'s are
i....