منابع مشابه
Eigenvalue Distribution of Large Sample Covariance Matrices of Linear Processes
We derive the distribution of the eigenvalues of a large sample covariance matrix when the data is dependent in time. More precisely, the dependence for each variable i = 1, . . . , p is modelled as a linear process (Xi,t)t=1,...,n = ( ∑∞ j=0 cjZi,t−j)t=1,...,n, where {Zi,t} are assumed to be independent random variables with finite fourth moments. If the sample size n and the number of variabl...
متن کاملDistribution Free Goodness-of-fit Tests for Linear Processes
This article proposes goodness-of-...t tests based on a linear transformation of Barlett’s Tp¡process, which converges weakly to the standard Brownian motion under the null hypothesis, in the lines suggested by Khmaladze (1981). We show that the proposed test is capable to detect contiguous alternatives converging to the null at rate n¡1=2: A Monte Carlo study illustrates the performance of the...
متن کاملBivariate Semi-Logistic Distribution and Processes
Bivariate semi-logistic and Marshall-Olkin bivariate semi-logistic distributions are introduced. Some properties of these distributions are studied. First order autoregressive processes with bivariate semi-logistic and Marshall-Olkin bivariate semi-logistic distributions as marginals are introduced and studied.
متن کاملapplication of crovelli's bivariate gamma distribution in hydrological processes
Mathematical methods and statistical distributions present exact results in the climate calculations and hydrological processes. Awareness of the rainfall probability distribution provides the appropriate conditions for water resource planning. Many studies have been done to estimate probability of rainfall by various methods due to the importance of rainfall distribution in the economic, soci...
متن کاملOptimum Pressure Distribution in Design of Cryogenic NGL Recovery Processes
A type of novel hypercross-linked fiber adsorbent was obtained by sulfonation and cross-linking reaction of polypropylene fiber grafted styrene-divinylbenzene. The aim of the fiber sulfonation and cross-linking method was to prepare rigid three dimensional networks in the entire fiber and change the ion exchange capacity of fiber. The hypercross-linked fiber adsorbent possesses a principall...
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: Journal of Applied Mathematics and Stochastic Analysis
سال: 1998
ISSN: 1048-9533,1687-2177
DOI: 10.1155/s1048953398000045