搜索结果: 16-23 共查到“统计学 random fields”相关记录23条 . 查询时间(0.212 秒)
Gaussian semiparametric estimation for random fields with singular spectrum
Discrete Fourier transforms random fields singular spectrum Whittle semiparametric estimates
2009/9/21
We analyze the asymptotic behaviour of the tapered
discrete Fourier transforms far random fields with singular spectrum.
The results are used to establish consistency and asymptotic normality
for s...
Linearly additive random fields with independent increments on time like curves
Linearly additive random fields independent increments time like curves
2009/9/21
Let V be a convex cone in Rn. A curve L=
{ I (t); t E R +) c R" is called a time-like curve if (E(s); s 3 t) c
1 (t)+ V holds for any t. A random field {X(r); t cRn) whose restriction
XIL(b) = X (1...
CURSE OF DIMENSIONALITY IN APPROXIMATION OF RANDOM FIELDS
Random fields Gaussian processes fractional Brownian sheet linear approximation error
2009/9/18
Consider a random field of tensor product-type X (t),
~ E [ O l, l d, given by
where ( A ( ~ ) i , 0 ~ 1 2 , is an orthonormal system in L, KO, 11 and
(tklkENd are non-correlated random variables w...
CONVERGENCE RATE IN CLT FOR VECTOR-VALUED RANDOM FIELDS WITH SELF-N63RMALIZATIQ)N
Random fields dependence conditions CLT random matrix normalization convergence rate
2009/9/18
Statistical version of the central limit theorem (CLT)
with random matrix normalization is established for random fields
with valuea in a space Rk (k 3 1). Dependence structure of the field
under c...
The V/S test of long-range dependence in random fields
Long memory V/S statistic random fields
2009/9/16
Recently, Giraitis et al. (2003, [10]) proposed the $V/S$ statistic for testing long memory in random sequences. We generalize this statistic to the setting of random fields. The null hypothesis is co...
A fixed point approach to model random fields
Random elds Limit theorems for vector-valued random variables Interacting random processes statistical mechanics type models
2009/6/12
A fixed point approach to model random fields.
Invariance principles for standard-normalized and self-normalized random fields
Functional central limit theorem invariance principle i.i.d. random elds martingale-dierence random elds Orlicz spaces metric entropy self-normalization
2009/6/12
We investigate the invariance principle for set-indexed partial sums of a stationary field (X ) d of martingale-di?erence or independent random variables kk-Z under standard normalization or self-norm...
Zero-one laws for binary random fields
zero-one laws binary random fields weak dependence first-order logic
2009/6/12
Zero-one laws for binary random fields.