A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence
نویسندگان
چکیده
منابع مشابه
Necessary and Sufficient Stability Condition of Discrete State Delay Systems
Abstract: A new method to solve a Lyapunov equation for a discrete delay system is proposed. Using this method, a Lyapunov equation can be solved from a simple linear equation and N -th power of a constant matrix, where N is the state delay. Combining a Lyapunov equation and frequency domain stability, a new stability condition is proposed for a discrete state delay system whose state delay is ...
متن کاملA Necessary and Sufficient Condition for Transcendency
As has been known for many years (see, e.g., K. Mahler, /. Reine Angew. Math., v. 166, 1932, pp. 118-150), a real or complex number f is transcendental if and only if the following condition is satisfied. To every positive number co there exists a positive integer n and an infinite sequence of distinct polynomials {p,(z)} = {pr + pr z + • • • + p z } at most of 0 1 n degree n with integral coef...
متن کاملA Necessary and Sufficient Condition for Peace∗
This paper examines the possibility for two contestants to agree on a peace settlement thereby avoiding a contest, in which each would exert a costly effort given the posterior distributions inferred from the negotiation. I find a necessary and sufficient condition of the prior distributions for there to exist a negotiation mechanism that admits a peace-ensuring perfect Bayesian equilibrium. Th...
متن کاملthe effects of keyword and context methods on pronunciation and receptive/ productive vocabulary of low-intermediate iranian efl learners: short-term and long-term memory in focus
از گذشته تا کنون، تحقیقات بسیاری صورت گرفته است که همگی به گونه ای بر مثمر ثمر بودن استفاده از استراتژی های یادگیری لغت در یک زبان بیگانه اذعان داشته اند. این تحقیق به بررسی تاثیر دو روش مختلف آموزش واژگان انگلیسی (کلیدی و بافتی) بر تلفظ و دانش لغوی فراگیران ایرانی زیر متوسط زبان انگلیسی و بر ماندگاری آن در حافظه می پردازد. به این منظور، تعداد شصت نفر از زبان آموزان ایرانی هشت تا چهارده ساله با...
15 صفحه اولShort Range and Long Range Dependence
In this section a discussion of the evolution of a notion of strong mixing as a measure of short range dependence and with additional restrictions a sufficient condition for a central limit theorem, is given. In the next section I will give a characterization of strong mixing for stationary Gaussian sequences. In Sect. 3 I will give a discussion of processes subordinated to Gaussian processes a...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2003
ISSN: 0090-5364
DOI: 10.1214/aos/1051027883