Lp-approximations of weighted partial sum processes
نویسندگان
چکیده
منابع مشابه
Weighted Approximations of Tail Processes
While the extreme value statistics for i.i.d. data is well developed, much less is known about the asymptotic behavior of statistical procedures in the presence of dependence. We establish convergence of tail empirical processes to Gaussian limits for {mixing stationary time series. As a consequence one obtains weighted approximations of the tail empirical quantile function that is based on a r...
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While the extreme value statistics for i.i.d. data is well developed, much less is known about the asymptotic behavior of statistical procedures in the presence of dependence. We establish convergence of tail empirical processes to Gaussian limits for {mixing stationary time series. As a consequence one obtains weighted approximations of the tail empirical quantile function that is based on a r...
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In this dissertation we look at different two models of sorting algorithms based on divideand-conquer algorithms. Quicksort algorithm, sort an unsorted array of n distinct elements. Partial Quicksort sorts the l smallest elements in a list of length n. Both stochastic divide-and-conquer algorithms are widely studied. Our algorithm Quicksort on the fly provides online the first smallest, then se...
متن کاملHigh Moment Partial Sum Processes of Residuals in Garch Models
In this paper we construct high moment partial sum processes based on residuals of a GARCH model when the mean is known to be 0. We consider partial sums of kth powers of residuals, CUSUM processes and self-normalized partial sum processes. The kth power partial sum process converges to a Brownian process plus a correction term, where the correction term depends on the kth moment μk of the inno...
متن کاملA Characterization of Weighted Lp Approximations by the Gamma and the Post-Widder Operators
We present a characterization of the approximation errors of the Post-Widder and the Gamma operators in Lp[0, ∞), 1 ≤ p ≤ ∞, with a weight x γ for any real γ. Two types of characteristics are used – weighted K-functionals of the approximated function itself and the classical fixed step moduli of smoothness taken on a simple modification of it.
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1993
ISSN: 0304-4149
DOI: 10.1016/0304-4149(93)90076-g