Asymptotic normality of a simple linear EV regression model with martingale difference errors
نویسندگان
چکیده
منابع مشابه
Asymptotic normality of recursive algorithms via martingale difference arrays
are such that if input data of size N produce random costs LN , then LN D = Ln + L̄N−n + RN for N ≥ n0 ≥ 2, where n follows a certain distribution PN on the integers {0, . . . ,N} and Lk D = L̄k for k ≥ 0. Ln, LN−n and RN are independent, conditional on n, and RN are random variables, which may also depend on n, corresponding to the cost of splitting the input data of size N (into subsets of size...
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ژورنال
عنوان ژورنال: Filomat
سال: 2014
ISSN: 0354-5180,2406-0933
DOI: 10.2298/fil1409817f