✦ LIBER ✦

Asymptotic expansions for central limit theorems for general linear stochastic processes. I: General theorems on rates of convergence

✍ Scribed by Prof. Dr. P. L. Butzer; Dipl.-Math. U. Gather; W. Törnig

Book ID: 112143721
Publisher: John Wiley and Sons
Year: 1979
Tongue: English
Weight: 991 KB
Volume: 1
Category: Article
ISSN: 0170-4214
DOI: 10.1002/mma.1670010208

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Asymptotic expansions in limit theorems

Asymptotic expansions in limit theorems for stochastic processes. I

✍ A. D. Wentzell 📂 Article 📅 1996 🏛 Springer 🌐 English ⚖ 208 KB

Asymptotic expansions for central limit

Asymptotic expansions for central limit theorems for general linear stochastic processes. II: Models of the general random noise and pulse train processes

✍ Prof. P. L. Butzer; Dipl.-Math. U. Gather; W. Törnig 📂 Article 📅 1979 🏛 John Wiley and Sons 🌐 English ⚖ 347 KB

General theorems on rates of convergence

General theorems on rates of convergence in distribution of random variables I. General limit theorems

✍ P.L. Butzer; L. Hahn 📂 Article 📅 1978 🏛 Elsevier Science 🌐 English ⚖ 968 KB

Rate of convergence in the central limit

Rate of convergence in the central limit theorem for empirical processes

✍ R. Norvaiša; V. Paulauskas 📂 Article 📅 1991 🏛 Springer US 🌐 English ⚖ 932 KB

Random central limit theorem for the lin

Random central limit theorem for the linear process generated by a strong mixing process

✍ Sangyeol Lee 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 276 KB

This paper considers the random central limit theorem (CLT) for a linear process of which the error process is strong mixing with the associated mixing order satisfying certain regularity conditions. By using the moment inequality of Yokoyama (1980, Corollary 1) we prove that the random CLT holds fo

A random functional central limit theore

A random functional central limit theorem for stationary linear processes generated by martingales

✍ Issa Fakhre-Zakeri; Sangyeol Lee 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 217 KB

A random functional central limit theorem is obtained for a stationary linear process of the form Xt = ~j=\_~ ajgt-j, where {et} is a strictly stationary sequence of martingale differences and ~j=\_~ [ajl <oo.