数学与计算机科学 |
|
|
|
|
NSD序列生成的移动平均过程的矩完全收敛性 |
高云峰1, 邹广玉2 |
1.吉林农业科技学院 电气与信息工程学院,吉林 吉林 132101 2.长春工程学院 理学院,吉林 长春 130012 |
|
Complete moment convergence for moving average processes generated by NSD sequences |
GAO Yunfeng1, ZOU Guangyu2 |
1.College of Electrical and Information Engineering, Jilin Agriculture Science and Technology College, Jilin 132101,Jilin Province, China 2.School of Science, Changchun Institute of Technology, Changchun 130012, China |
1 JOAG-DEVK, PROSCHANF. Negative association of random variables with applications[J]. The Annals of Statistics, 1983, 11(1): 286-295.DOI:10.1214/aos/1176346079 2 ROUSSASG G. Positive and negative dependence with some statistical application[C]// Asymptotics, Nonparametrices and Time Series. New York: Marcel Dekker, 1999:757-788. 3 HUT Z. Negatively superadditive dependence of random variables with applications[J]. Chinese Journal of Applied Probability and Statisties, 2000, 16(2): 133-144. 4 CHRISTOFIDEST C, VAGGELATOUE. A connection between supermodular ordering and positive/negative association[J]. Journal of Multivariate Analysis, 2004, 88(1): 138-151.DOI:10.1016/s0047-259x(03)00064-2 5 余云彩,胡宏昌. NSD序列加权和的中心极限定理及其在EV回归模型中的应用[J]. 纯粹数学与应用数学, 2016, 32(5): 525-535. YUY C, HUH C. A CLT for weighted sums of NSD random sequences and its application in the EV regression model[J]. Pure and Applied Mathematics, 2016, 32(5): 525-535. 6 YUY C, HUH C, LIUL, et al. M-test in linear models with negatively superadditive dependent errors[J]. Journal of Inequalities and Applications, 2017,2017(1): 235. DOI:10.1186/s13660-017-1509-6 7 WANGX J, WUY, HUS H. Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors[J]. AStA Advances in Statistical Analysis, 2018, 102(1): 41-65. DOI:10.1007/s10182-016-0286-8 8 聂彩玲,李永明,应锐. 负超可加相依样本密度函数核估计的相合性[J]. 应用数学,2018, 31(2): 457-462. DOI:10.13642/j.cnki.42-1184/o1.2018.02.018 NIEC L, LIY M, YINGR. Consistency of the kernel estimator of the density function for NSD sequence[J]. Mathematica Applicata, 2018, 31(2): 457-462. 9 黄辉,陆冬梅,胡涛. NSD序列的Chover型重对数律[J]. 吉林大学学报(理学版),2018, 56(5): 1113-1118. DOI:10.13413/j.cnki.jdxblxb.2018.05.13 HUANGH, LUD M, HUT. Chover's law of iterated logarithm for NSD sequence[J]. Journal of Jilin University( Science Edition), 2018, 56(5): 1113-1118. DOI:10.13413/j.cnki.jdxblxb.2018.05.13 10 HSU P L, ROBBINSH. Complete convergence and the law of large numbers[J]. Proceedings of the National Academy of Sciences of USA, 1947, 33(2): 25-31. DOI:10.1007/978-1-4612-5110-1_29 11 WANGX J, DENGX, ZHENGL L, et al. Complete convergence for arrays of rowwise negatively superadditive-dependent random variables and its applications[J]. Statistics, 2014, 48(4): 834-850. DOI:10.1080/02331888.2013.800066 12 AMINIM, BOZORGNIAA, NADERIH, et al. On complete convergence of moving average processes for NSD sequences[J]. Siberian Advances in Mathematics, 2015, 25(1): 11-20.DOI:10.3103/s1055134415010022 13 郑璐璐,王嫱,王学军. NSD随机变量加权和的强收敛性[J]. 中国科学技术大学学报,2015, 45(2): 101-106. ZHENGL L, WANGQ, WANGX J. Strong convergence for weighted sums of negatively superadditive dependent random variables[J]. Journal of University of Science and Technology of China, 2015, 45(2): 101-106. 14 WUY, WANGX J, HUS H. Complete convergence for arrays of rowwise negatively superadditive-dependent random variables and its applications[J]. Applied Mathematics A Journal of Chinese Universities (Ser B), 2016, 31(4): 439-457. DOI:10.1007/s11766-016-3406-z 15 SHENA T, XUEM X, VOLODINA. Complete moment convergence for arrays of rowwise NSD random variables[J]. Stochastics, 2016, 88(4): 606-621. DOI:10.1080/17442508.2015.1110153 16 NADERIH, AMINIM, BOZORGNIAA. On the rate of complete convergence for weighted sums of NSD random variables and an application[J]. Applied Mathematics A Journal of Chinese Universities (Ser B), 2017, 32(3): 270-280.DOI:10.1007/s11766-017-3437-0 17 ZHENGL L,WANGX J, YANGW Z. On the strong convergence for weighted sums of negatively superadditive dependent random variables[J]. Filomat, 2017, 31(2): 295-308.DOI:10.2298/fil1702295z 18 郭明乐,朱付秀.行为NSD随机变量阵列加权和的q阶矩完全收敛性[J]. 高校应用数学学报(A辑),2017, 32(1): 55-65.DOI:10.13299/j.cnki.amjcu.001958 GUOM L, ZHUF X. Complete qth moment convergence of weighted sums for arrays of rowwise NSD random variables [J]. Applied Mathematics A Journal of Chinese Universities(Ser A),2017, 32(1): 55-65. DOI:10.13299/j.cnki.amjcu.001958 19 MENGB, WANGD C, WUQ Y. Complete convergence and complete moment convergence for arrays of rowwise negatively superadditive dependent random variables[J]. Communications in Statistics-Theory Methods, 2018, 47(16): 3910-3922.DOI:10.1080/03610926.2017.1364391 20 LID L, RAOM B, WANGX C. Complete convergence of moving average processes[J]. Statistics and Probability Letters, 1992, 14(2): 111-114. DOI:10.1016/0167-7152(92)90073-e 21 LIY X, ZHANGL X. Complete moment convergence of moving average processes under dependence assumptions [J]. Statistics and Probability Letters, 2004, 70(3): 191-197. 22 ZHOUX C. Complete moment convergence of moving average processes under φ-mixing assumptions[J]. Statistics and Probability Letters,2010, 80(5/6): 285-292. DOI:10.1016/j.spl.2009.10.018 23 SUNGS H. Complete convergence for weighted sums of random variables[J]. Statistics and Probability Letters,2007, 77(3): 303-311.DOI:10.1016/j.spl.2006.07.010 |
|
Viewed |
|
|
|
Full text
|
|
|
|
|
Abstract
|
|
|
|
|
Cited |
|
|
|
|
|
Shared |
|
|
|
|
|
Discussed |
|
|
|
|