| CLT AND LIL FOR THE StATIONARY SEQUENCE OF A DOUBLY STOCHASTIC |
| |
| 作者姓名： | TIME SERIES AR-MA MODELLu Zu-di |
| |
| 作者单位： | Institute of Systems Science，Academia Sinica. Beijing 100080 |
| |
| 摘 要： | ＣＬＴＡＮＤＬＩＬＦＯＲＴＨＥＳｔＡＴＩＯＮＡＲＹＳＥＱＵＥＮＣＥＯＦＡＤＯＵＢＬＹＳＴＯＣＨＡＳＴＩＣＴＩＭＥＳＥＲＩＥＳＡＲ－ＭＡＭＯＤＥＬＣＬＴＡＮＤＬＩＬＦＯＲＴＨＥＳｔＡＴＩＯＮＡＲＹＳＥＱＵＥＮＣＥＯＦＡＤＯＵＢＬＹＳＴＯＣＨＡＳＴＩＣ￥...
|
CLT AND LIL FOR THE StATIONARY SEQUENCE OF A DOUBLY STOCHASTIC |
| |
| TIME SERIES AR-MA MODELLu Zu-di.CLT AND LIL FOR THE StATIONARY SEQUENCE OF A DOUBLY STOCHASTIC[J].Journal of the Graduate School of the Chinese Academy of Sciences,1996(1). |
| |
| Authors: | TIME SERIES AR-MA MODELLu Zu-di |
| |
| Abstract: | For the sequence of the second-order stationary solution to a doubly stochastic time series AR-MA model, the Central Limit Theorem and the Law of iterated Logarithm are obtained by using a result of Hall and Heyde 4], which differs from the usual m-dependent method, and the variance of the asymptotic distribution is also obtained in explicit forms. |
| |
| Keywords: | doubly stochastic AR-MA model stationary sequence central limit theorem law of iterated logarithm variance of asymptotic distribution |
| 本文献已被 CNKI 等数据库收录！ |
