A CENTRAL-LIMIT-THEOREM FOR CUMULATIVE PROCESSES

被引：10

作者：

ROGINSKY, AL

机构：

来源：

ADVANCES IN APPLIED PROBABILITY | 1994年 / 26卷 / 01期

关键词：

RATE OF CONVERSION; RENEWAL PROCESS;

D O I：

10.2307/1427582

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：

A central limit theorem for cumulative processes was first derived by Smith (1955). No remainder term was given. We use a different approach to obtain such a term here. The rate of convergence is the same as that in the central limit theorems for sequences of independent random variables.

引用

页码：104 / 121

页数：18

共 50 条

[1] AVERAGE ERROR IN THE CENTRAL-LIMIT-THEOREM FOR THE CUMULATIVE PROCESSES
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