A CENTRAL LIMIT-THEOREM FOR STATIONARY-PROCESSES AND THE PARAMETER-ESTIMATION OF LINEAR-PROCESSES

被引：91

作者：

HOSOYA, Y ^{[1
]}

TANIGUCHI, M ^{[1
]}

机构：

[1] HIROSHIMA UNIV,FAC ENGN,DEPT BIOCHEM & DRUG METAB,HIROSHIMA 730,JAPAN

来源：

ANNALS OF STATISTICS | 1982年 / 10卷 / 01期

关键词：

D O I：

10.1214/aos/1176345696

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：132 / 153

页数：22

共 50 条

[1] A CENTRAL-LIMIT-THEOREM FOR STATIONARY-PROCESSES AND THE PARAMETER-ESTIMATION OF LINEAR-PROCESSES (VOL 10, PG 132, 1982)
HOSOYA, Y
TANIGUCHI, M
ANNALS OF STATISTICS, 1993, 21 (02): : 1115 - 1117
[2] NOTE ON THE CENTRAL LIMIT-THEOREM FOR STATIONARY-PROCESSES
HOLEWIJN, PJ
MEILIJSON, I
LECTURE NOTES IN MATHEMATICS, 1983, 986 : 240 - 242
[3] LARGE DEVIATIONS IN THE CENTRAL LIMIT-THEOREM FOR STATIONARY-PROCESSES
PITERBARG, VI
THEORY OF PROBABILITY AND ITS APPLICATIONS, 1981, 26 (03) : 622 - 623
[4] ON THE CENTRAL-LIMIT-THEOREM AND LAW OF THE ITERATED LOGARITHM FOR STATIONARY-PROCESSES WITH APPLICATIONS TO LINEAR-PROCESSES
YOKOYAMA, R
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1995, 59 (02) : 343 - 351
[5] CENTRAL LIMIT-THEOREM FOR STATIONARY-PROCESSES IN HILBERT-SPACE
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THEORY OF PROBABILITY AND ITS APPLICATIONS, 1983, 27 (02) : 357 - 359
[6] A FUNCTIONAL LIMIT-THEOREM FOR STATIONARY-PROCESSES - A MARTINGALE APPROACH
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THEORY OF PROBABILITY AND ITS APPLICATIONS, 1989, 34 (04) : 668 - 678
[7] A CENTRAL-LIMIT-THEOREM WITH RANDOM INDEXES FOR STATIONARY LINEAR-PROCESSES
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FARSHIDI, J
STATISTICS & PROBABILITY LETTERS, 1993, 17 (02) : 91 - 95
[8] CENTRAL LIMIT-THEOREM FOR MARKOV STATIONARY PROCESSES
GORDIN, MI
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DOKLADY AKADEMII NAUK SSSR, 1978, 239 (04): : 766 - 767
[9] FRACTIONAL INTEGRALS OF STATIONARY PROCESSES AND CENTRAL LIMIT-THEOREM
ROSENBLATT, M
JOURNAL OF APPLIED PROBABILITY, 1976, 13 (04) : 723 - 732
[10] REFINEMENT OF THE FUNCTIONAL CENTRAL-LIMIT-THEOREM FOR STATIONARY-PROCESSES
VENTTSEL, AD
THEORY OF PROBABILITY AND ITS APPLICATIONS, 1989, 34 (03) : 402 - 415

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