Precise Asymptotics on Second-Order Complete Moment Convergence of Uniform Empirical Process
نویسندگان
چکیده
منابع مشابه
Precise Asymptotics in Complete Moment Convergence of the Uniform Empirical Process
In this paper, we investigate the Precise asymptotics in complete moment convergence of the uniform empirical process.
متن کاملOn the Precise Asymptotics in Complete Moment Convergence of Moving Average Processes under NA Random Variables
Let {ε i | − ∞ < i < ∞} be a sequence of identically distributed negatively associated random variables and {a i | − ∞ < i < ∞} a sequence of real numbers with
متن کاملPrecise Asymptotics for the Moment Convergence of Moving-average Process under Dependence
Let {εi : −∞ < i < ∞} be a strictly stationary sequence of linearly positive quadrant dependent random variables and P∞ i=−∞ |ai| < ∞. In this paper, we prove the precise asymptotics in the law of iterated logarithm for the moment convergence of moving-average process of the form Xk = P∞ i=−∞ ai+kεi, k ≥ 1.
متن کاملFurther research on complete moment convergence for moving average process of a class of random variables
In this article, the complete moment convergence for the partial sum of moving average processes [Formula: see text] is established under some mild conditions, where [Formula: see text] is a doubly infinite sequence of random variables satisfying the Rosenthal type maximal inequality and [Formula: see text] is an absolutely summable sequence of real numbers. These conclusions promote and improv...
متن کاملOn the Second Order Properties of Empirical Likelihood with Moment Restrictions1
This paper considers the second order properties of empirical likelihood for a parameter defined by moment restrictions, which is the framework operated upon by the Generalized Method of Moments. It is shown that the empirical likelihood defined for this general framework still admits the delicate second order property of Bartlett correction, which represents a substantial extension of all the ...
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: Abstract and Applied Analysis
سال: 2014
ISSN: 1085-3375,1687-0409
DOI: 10.1155/2014/143581