National Changhua University of Education Institutional Repository : Item 987654321/14073
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题名: A Note on Asymptotic Normality of Kernel Estimation for Linear Random Fields on Z2
作者: Cheng, Tsung-Lin;Ho, Hwai-Chung;Lu, Xue-Wen
贡献者: 數學系
关键词: Central limit theorem;Kernel estimation;Linear random field
日期: 2008
上传时间: 2012-09-10T06:02:22Z
出版者: SpringerLink
摘要: 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.
關聯: Journal of Theoretical Probability, 21(2): 267-286
显示于类别:[數學系] 期刊論文

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