位置：成果数据库 > 期刊 > 期刊详情页
A weak invariance principle for self-normalized products of sums of mixing sequences
  • ISSN号：1005-1031
  • 期刊名称：APPLIED MATHEMATICS-A JOURNAL OF CHINESE UNIVERSIT
  • 时间：0
  • 页码：183-189
  • 语言：英文
  • 分类：O241[理学—计算数学;理学—数学]
  • 作者机构：[1]Dept. of Math., Zhejiang Univ., Hangzhou 310027, China
  • 相关基金：Supported by the National Natural Science Foundation of China（10671176; 10771192）.
  • 相关项目：非经典适应设计模型的极限定理
作者： Fu, Ke-ang|Huang Wei|
关键词： 不变性原理, 混合序列, 积, 部分和, self-normalized, product, domain of attraction of the normal law, φ-mixing, Wiener process.
中文摘要：

让 { X， X n， n ≥ 1 } 是严格地静止的 φ-mixing 的一个序列在正常法律的吸引力的域的积极随机的变量。在一些合适的条件下面，为部分和的自我使正常化的产品的弱不变性原则被获得。

英文摘要：

Let variables in the {X, Xn, n ≥ 1} be a sequence of strictly stationary φ-mixing positive random domain of attraction of the normal law. Under some suitable conditions the principle for self-normalized products of partial sums is obtained.

同期刊论文项目
随机矩阵的渐近理论及其应用研究
期刊论文 37
非经典适应设计模型的极限定理
期刊论文 50
同项目期刊论文
A note on self-normalized Dickey-Fuller test for unit root in autoregressive time series with GARCH
ON MAXIMA OF PERIODOGRAMS OF STATIONARY PROCESSES
Necessary and sufficient conditions for the asymptotic distribution of the largest entry of a sample
Robust estimation in a nonlinear cointegration model
Joint and supremum distributions in the compound binomial model with Markovian environment
Strong laws of large numbers for arrays of rowwise independent random compact sets and fuzzy random
Strong limit theorems for random sets and fuzzy random sets with slowly varying weights
THE ASYMPTOTIC DISTRIBUTION AND BERRY–ESSEEN BOUND OF A NEW TEST FOR INDEPENDENCE IN HIGH DIMENSION
Precise asymptotics for the first moment of the error variance estimator in linear models
Precise Asymptotics for Random Matrices and Random Growth Models
A LIL for independent non-identically distributed random variables in Banach space and its applicati
Precise asymptotics in the law of logarithm under dependence assumptionsI
ON THE RATES OF THE CHUNG-TYPE LAW OF LOGARITHM
A GENERAL LIL FOR TRIMMED SUMS OF RANDOM FIELDS IN BANACH SPACES
Strong approximation for a class of stationary processes
Nonparametric tests for the general multivariate multi-sample problem
Asymptotic inference for nearly nonstationary AR(1) processes with　possibly infinite variance
Circular β Ensembles, CMV representation, Characteristic Polynomials
Exact rates in log law for positively associated random variables
Transition Distributions of Young Diagrams Under Periodically Weighted Plancherel Measures
LOCAL LINEAR M-ESTIMATORS IN NULL RECURRENT TIME SERIES
Asymptotics for self-normalized random products of sums of i.i.d. random variables
Precise rates in the law of the logarithm for negatively associated random variables
强平稳ρ-混合序列的精确渐近性
含均值变点时相依误差时间序列的Dickey—Fuller单位根统计量的极限分布
行内NA组列的完全收敛性
PA序列Chung型对数律的极限定理
相依假设下样本相关矩阵最大元的渐近分布
A note on self-normalized Dickey-Fuller test for unit root in autoregressive time series with GARCH errors
自正则Chung型重对数律的精确渐近性
R-型聚类中基于Gamma-test的一种新度量
LIL behavior for weakly dependent random variables in Banach spaces
基因芯片数据标准化局部加权回归法权函数探究
自正则部分和的完全矩的精确渐近性(英文)
A Note on Strong Laws of Large Numbers for Dependent Random Sets and Fuzzy Random Sets
Local linear M-estimation for spatial processes in fixed-design models
Convergence Rates of Tail Probabilities for Sums under Dependence Assumptions
Characterization of LIL Behavior for Non-Degenerate B-Valued U-Statistics
A general strong approximation theorem for dependent R^d-valued random vectors
LIL behacior for B-valued strong mixing random variables
Second Moment Convergence Rates for Uniform Empirical Processes
Asymptotic of the L_r-norm of density estimators in the autregressive time series
Convergence rates in the law of the iterated logarithm for negatively associated random variables wi
A new family of covariate-adjusted response adaptive designs and their properties
A note on the consistency of a robust estimator for threshold autoregressive processes
The Gaussian approximation for multi-color generalized Friedman's urn model
寿命服从极值分布的可修系统稳态可用度的置信限
Asymptotic properties of nonparametric M-estimation for mixing functional data
Temporal aggregation of Markov-switching financial return models
EFFICIENT RANDOMIZED-ADAPTIVE DESIGNS
On a Robust Test for SETAR-Type Nonlinearity in Time Series Analysis
广义指数分布下循环序加试验的模型与数据分析
Asymptotics of kernel error density estimators in nonlinear autoregressive models
An almost sure central limit theorem for products of sums under association
Precise asymptotics in the law of logarithm under dependence assumptions
Spatial local M-estimation under association
Precise asymptotics in the self-normalized law of the iterated logarithm
生物信息国际学术会议
A note on self-weighted quantile estimation for infinite variance quantile autoregression models
Doubly adaptive biased coin designs with delayed responses
Temporal aggregation of equity return time-series models
Bahadur Representation of Nonparametric M-Estimators for Spatial Processes
存在修理延迟的可修系统在不完全维修下的可用度
Joint and supremum distributions in the compound binomial model with Markovian environment
行内NA组列的完全收敛性
PA序列Chung型对数律的极限定理
基于DEA/AHP方法的自行火炮作战效能评估
R-型聚类中基于Gamma—test的一种新度量
期刊信息
  • 《高校应用数学学报：英文版（B辑）》
  • 主管单位:教育部
  • 主办单位:浙江大学 中国工业与应用数学学会
  • 主编：林正炎 李大潜
  • 地址：杭州玉泉浙江大学数学系
  • 邮编：310027
  • 邮箱：amjcu B@eju.edu.cn
  • 电话：0571-87951602
  • 国际标准刊号：ISSN：1005-1031
  • 国内统一刊号：ISSN：33-1171/O
  • 邮发代号:
  • 获奖情况:
  • 国内外数据库收录:
  • 美国数学评论（网络版）,德国数学文摘,荷兰文摘与引文数据库,美国科学引文索引（扩展库）
  • 被引量:26