National Changhua University of Education Institutional Repository : Item 987654321/14074
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题名: On Berry-Esseen Bounds for Non-instantaneous Filters of Linear Processes
作者: Cheng, Tsung-Lin;Ho, Hwai-Chung
贡献者: 數學系
关键词: Berry-Esseen bounds;Linear processes;Long memory;Long-range dependence;Non-instantaneous filters;Rate of convergence
日期: 2008
上传时间: 2012-09-10T06:02:26Z
出版者: Project Euclid
摘要: Let Xn=∑∞i=1aiɛn−i, where the ɛi are i.i.d. with mean 0 and at least finite second moment, and the ai are assumed to satisfy |ai|=O(i−β) with β>1/2. When 1/2<β<1, Xn is usually called a long-range dependent or long-memory process. For a certain class of Borel functions K(x1, …, xd+1), d≥0, from to , which includes indicator functions and polynomials, the stationary sequence K(Xn, Xn+1, …, Xn+d) is considered. By developing a finite orthogonal expansion of K(Xn, …, Xn+d), the Berry–Esseen type bounds for the normalized sum , QN=∑Nn=1(K(Xn, …, Xn+d)−EK(Xn, …, Xn+d)) are obtained when obeys the central limit theorem with positive limiting variance.
關聯: Bernoulli, 14(2): 301-321
显示于类别:[數學系] 期刊論文

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