欢迎您！东篱公司
退出
-
申报数据库
-
立项数据库
-
成果数据库
-
项目获奖数据库
中文摘要：
设{εt；t∈Z}是均值为零、二阶矩有限的B值m相依随机元列，{αj;j∈Z}是一实数序列，并且∞∑jm｜αj｜〈＋∞.定义移动平均过程Xt=∞∑j=-∞αjεt-j（t≥1）.利用Beveridge-Nelson分解及{εt；t≥1}的弱收敛定理，给出{Xt；t≥1}满足随机指标中心极限定理的充分条件．
英文摘要：
Let{εt;t∈Z}be a sequence of m-dependent B-valued random elements with mean zeros and finite second moment.{αj;j∈Z}is a sequence of real numbers satisfying ∞∑jm｜αj｜〈＋∞. Define moving average process Xt=∞∑j=-∞ajεt-j（t≥1）,let Sn=n∑t=1Xt（n≥1）.Using Beveridge-Nelson decomposition and the weak convergence theorem of the sum of {εt;t≥1}we studied limit theorem of the sum of{Xt;t≥1} and gave a sufficient condition of the central limit theorem for the sum of random number of{Xt;t≥1} .
同期刊论文项目
同项目期刊论文
The Precise Asymptotics of The Complete Convergence For Moving Average Processes of m-Dependent B-Va
Precise asymptotics in the law of the iterated logarithm and the complete convergence for uniform em
Precise Asymptotics in the Law of Large Numbers and the Law of the Iterated Logarithm of Moving-Aver
Median Unbiased Estimation of Bivariate Predictive Regression Models with Heavy-tailed of Heterosced
期刊信息
位置：