National Changhua University of Education Institutional Repository : Item 987654321/14073

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NCUEIR > College of Science > math > Periodical Articles > Item 987654321/14073

Please use this identifier to cite or link to this item: http://ir.ncue.edu.tw/ir/handle/987654321/14073

Title:	A Note on Asymptotic Normality of Kernel Estimation for Linear Random Fields on Z2
Authors:	Cheng, Tsung-Lin;Ho, Hwai-Chung;Lu, Xue-Wen
Contributors:	數學系
Keywords:	Central limit theorem;Kernel estimation;Linear random field
Date:	2008
Issue Date:	2012-09-10T06:02:22Z
Publisher:	SpringerLink
Abstract:	This note considers the kernel estimation of a linear random field on Z2. Instead of imposing certain mixing conditions on the random fields, it is assumed that the weights of the innovations satisfy a summability property. By building a martingale decomposition based on a suitable filtration, asymptotic normality is proven for the kernel estimator of the marginal density of the random field.
Relation:	Journal of Theoretical Probability, 21(2): 267-286
Appears in Collections:	[math] Periodical Articles

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