搜索结果: 1-4 共查到“数学 Strong mixing”相关记录4条 . 查询时间(0.156 秒)
Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique
Change point test Copula Empirical copula process Nonparametric estimation Time series Strong mixing Multiplier central limit theorem
2012/6/29
Considering multivariate strongly mixing time series, nonparametric tests for a constant copula with specified or unspecified change point (candidate) are derived; the tests are consistent against gen...
On possible mixing rates for some strong mixing conditions for N-tuplewise independent random fields
Random field mixing conditions mixing rates N-tuplewise independence
2011/9/15
Abstract: For a given pair of positive integers $d$ and $N$ with $N \geq 2$, for strictly stationary random fields that are indexed by the $d$-dimensional integer lattice and satisfy $N$-tuplewise ind...
Central limit theorems for Hilbert-space valued random fields satisfying a strong mixing condition
Central limit theorems Hilbert-space valued
2011/1/19
In this paper we study the asymptotic normality of the normalized partial sum of a Hilbert-space valued strictly stationary random field satisfying the interlaced ρ′-mixing condition.
Maximal Moment Inequality for Partial Sums of Strong Mixing Sequences and Application
strong mixing maximal moment inequality fixed design regression model weight function estimate asymptotic normality
2007/12/10
Some maximal moment inequalities for partial sums of the strong mixing random variable sequence are established. These inequalities use moment sums as up-boundary and improve the corresponding ones ob...
