| 平稳序列周期图积分泛函的不变原理 |
| |
| 引用本文： | 刘学圃.平稳序列周期图积分泛函的不变原理[J].衡阳师范学院学报,2000(6). |
| |
| 作者姓名： | 刘学圃 |
| |
| 作者单位： | 衡阳师范学院数学系!衡阳421008 |
| |
| 摘 要： | 研究了由鞅差序列的线性和所构成的平稳序列 对于平稳序列｛ｘｎ｝作Ｎ次观察，设ｘ１，…ｘＮ为观察值，作统计量 其中 称为周期图，置 本文证明了 在Ｃ（０，π）上弱收敛于高斯过程η（λ）：
|
| 关 键 词： | 鞅差序列 平稳序列 周期图积分泛函 |
Invariance Principle for the Functional of Periodogram of a Stationary Time Series |
| |
| Liu Xuepu.Invariance Principle for the Functional of Periodogram of a Stationary Time Series[J].journal of Hengyang Normal University,2000(6). |
| |
| Authors: | Liu Xuepu |
| |
| Abstract: | This paper is devoted to investigating the functional of periodogram The invariance principle for the is valid for either Gaussian or non-Gaussian time series. Some results in 2]3]are the special cases of theorem 1. |
| |
| Keywords: | Martingale Difference Series Stationary time series Integral Functional of Pe- riodogram |
| 本文献已被 CNKI 等数据库收录！ |
