数学与计算机科学 |
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由渐近几乎负相协(AANA)随机变量序列生成的移动平均过程的中心极限定理 |
徐惠莲1, 王颖2 |
1.长春职业技术学院 职业基础部,吉林 长春 130031 2.大连理工大学 数学科学学院,辽宁 大连 116024 |
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Central limit theorem for moving average processes generated by AANA random variable sequences |
XU Huilian1, WANG Ying2 |
1.Career Foundation Department, Changchun Polytechnic, Changchun 130031, China 2.School of Mathematical Sciences, Dalian University of Technology, Dalian 116024, China |
1 JOAG-DEV K,PROSCHAN F.Negative association of random variables with applications[J].Ann Statist,1983,11(1):286-295. DOI:10.2307/2240482 2 ROUSSAS G G.Positive and negative dependence with some statistical application[C]//Asymptotics,Nonparametrics and Time Series.New York:Marcel Dekker,1999:757-788. 3 CHANDRA T K,GHOSAL S.Extensions of the strong law of large numbers of Marcinkiewicz and Zygmund for dependent variables[J].Acta Math Hungar,1996,71(4):327-336. DOI:10.1007/bf001 14421 4 CHANDRA T K,GHOSAL S.The strong law of large numbers for weighted averages under dependence assumptions[J].J Theorem Probab,1996,9(3):797-809. DOI:10.1007/BF02214087 5 YUAN D M,AN J.Rosenthal type inequalities for asymptotically almost negatively associated random variables and applications[J].Science in China(Ser A),2009,52(9),1887-1904. DOI:10.1007/s11425-009-0154-z 6 XU H,TANG L.On complete convergence for arrays of rowwise AANA random variables[J].Stochastics,2014,86(3):371-381. DOI:10.1080/17442508.2013. 797423 7 CHEN Z Y,WANG X J,HU S H.Strong laws of large numbers for weighted sums of asymptotically almost negatively associated random variables[J].Rev R Acad Cienc Exactas Fís Nat Ser A Mat,2015,109(1):135-152. DOI:10.1007/s13398-014-0174-6 8 张宇,胡宏昌,曾珍. AANA随机变量序列的中心极限定理[J].纯粹数学与应用数学,2016,32(1):36-44.DOI:10.3969/j.issn.1008-5513.2016.01.006 ZHANG Y,HU H C,ZENG Z.Central limit theorem for AANA random sequences[J].Pure and Applied Mathematics,2016,32(1):36-44.DOI:10.3969/j.issn.1008-5513.2016.01.006 9 胡宏昌,张宇.误差为AANA随机变量序列线性回归模型M估计的强相合性[J].数学进展,2016,45(3):463-470. HU H C,ZHANG Y.Strong consistency of M-estimation in a linear regression model with AANA errors[J]. Adv Math,2016,45(3):463-470. 10 檀佳欣,黄倩,胡琪,等. AANA随机变量移动平均过程的收敛性[J].数学季刊,2017,32(2):152-160. TAN J X,HUANG Q,HU Q,et al.The convergence of a moving average process of AANA random variables[J].Chin Quart J of Math,2017,32(2):152-160. 11 SHEN A T,SHI D P.Lr convergence for arrays of rowwise asymptotically almost negatively associated random variables[J].Comm Statist Theory Methods,2017,46(23):11801-11812. 12 席梦梅,唐徐飞,邓新,等. AANA误差下半参数回归模型中估计量的相合性[J].数学进展,2018,47(2):307-318. DOI:10.11845/sxjz.2016091b XI M M,TANG X F,DENG X,et al.Consistency of estimators in semi-parametric regression models under AANA random errors[J].Adv Math,2018,47(2):307-318. DOI:10.11845/sxjz.2016091b 13 XI M M,DENG X,WANG X J,et al. Lp convergence and complete convergence for weighted sums of AANA random variables[J].Comm Statist Theory Methods,2018,47(22):5604-5613.DOI:10.1080/03610926.2017.1397173 14 ZHANG N,LAN Y T.Rosenthal's inequalities for asymptotically almost negatively associated random variables under upper expectations[J].Chin Ann Math (Ser B),2019,40(1):117-130. 15 苏淳,迟翔.非平稳NA随机变量序列中心极限定理的一些结果[J].应用数学学报,1998,21(1):9-21. SUN C,CHI X. Some results on central limit theorem for nonstationary NA sequences[J].Acta Math Appl Sinica,1998,21(1):9-21. |
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