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Please use this identifier to cite or link to this item:
http://ir.ncue.edu.tw/ir/handle/987654321/14080
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| Title: | Central Limit Theorems for Instantaneous Filters of Linear Random Fields on Z^2 |
| Authors: | Cheng, Tsung-Lin;Ho, Hwai-Chung |
| Contributors: | 數學系 |
| Keywords: | Linear random fields;Central limit theorem;Martingale decomposition;ℓ-approximation |
| Date: | 2008-01
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| Issue Date: | 2012-09-10T06:03:06Z
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| Publisher: | World Scientific Publisher |
| Abstract: | This note considers the stationary sequence generated by applying an instantaneous filter to a linear random field in Z2. The class of filters under consideration includes polynomials and indicator functions. 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 proved for the partial sums of the stationary sequence. |
| Relation: | A. C. Hsiung, Z. Ying and C. H. Zhang Editors, Random Walk, Sequential Analysis and Related Topics _a Festschrift in Honor of Yuan-Shih Chow, : 71-84 |
| Appears in Collections: | [數學系] 專書
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Files in This Item:
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Size | Format | |
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| 20201011001.pdf | 66Kb | Adobe PDF | 617 | View/Open |
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