ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES
نویسندگان
چکیده
منابع مشابه
Asymptotic Behavior of Weighted Sums of Weakly Negative Dependent Random Variables
Let be a sequence of weakly negative dependent (denoted by, WND) random variables with common distribution function F and let be other sequence of positive random variables independent of and for some and for all . In this paper, we study the asymptotic behavior of the tail probabilities of the maximum, weighted sums, randomly weighted sums and randomly indexed weighted sums of heavy...
متن کاملAsymptotic normality of linear multiuser receiver outputs
This paper proves large-system asymptotic normality of the output of a family of linear multiuser receivers that can be arbitrarily well approximated by polynomial receivers. This family of receivers encompasses the single-user matched filter, the decorrelator, the minimum mean square error (MMSE) receiver, the parallel interference cancelers, and many other linear receivers of interest. Both w...
متن کاملThe Almost Sure Convergence for Weighted Sums of Linear Negatively Dependent Random Variables
In this paper, we generalize a theorem of Shao [12] by assuming that is a sequence of linear negatively dependent random variables. Also, we extend some theorems of Chao [6] and Thrum [14]. It is shown by an elementary method that for linear negatively dependent identically random variables with finite -th absolute moment the weighted sums converge to zero as where and is an array of...
متن کاملStrong Laws for Weighted Sums of Negative Dependent Random Variables
In this paper, we discuss strong laws for weighted sums of pairwise negatively dependent random variables. The results on i.i.d case of Soo Hak Sung [9] are generalized and extended.
متن کاملAsymptotic Normality of Wavelet Estimators of the Memory Parameter for Linear Processes
We consider linear processes, not necessarily Gaussian, with long, short or negative memory. The memory parameter is estimated semi-parametrically using wavelets from a sample X1, . . . , Xn of the process. We treat both the log-regression wavelet estimator and the wavelet Whittle estimator. We show that these estimators are asymptotically normal as the sample size n → ∞ and we obtain an explic...
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: Econometric Theory
سال: 2013
ISSN: 0266-4666,1469-4360
DOI: 10.1017/s0266466613000182