Whittle type inequality for demisubmartingales
نویسندگان
چکیده
منابع مشابه
a cauchy-schwarz type inequality for fuzzy integrals
نامساوی کوشی-شوارتز در حالت کلاسیک در فضای اندازه فازی برقرار نمی باشد اما با اعمال شرط هایی در مسئله مانند یکنوا بودن توابع و قرار گرفتن در بازه صفر ویک می توان دو نوع نامساوی کوشی-شوارتز را در فضای اندازه فازی اثبات نمود.
15 صفحه اولResults of the Chebyshev type inequality for Pseudo-integral
In this paper, some results of the Chebyshev type integral inequality for the pseudo-integral are proven. The obtained results, are related to the measure of a level set of the maximum and the sum of two non-negative integrable functions. Finally, we applied our results to the case of comonotone functions.
متن کاملresults of the chebyshev type inequality for pseudo-integral
in this paper, some results of the chebyshev type integral inequality for the pseudo-integral are proven. the obtained results, are related to the measure of a level set of the maximum and the sum of two non-negative integrable functions. finally, we applied our results to the case of comonotone functions.
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For long memory time series models with uncorrelated but dependent errors, we establish the asymptotic normality of the Whittle estimator under mild conditions. Our framework includes the widely used FARIMA models with GARCH-type innovations. To cover nonstationary fractionally integrated processes, we extend the idea of Abadir, Distaso and Giraitis (2007, Journal of Econometrics 141, 13531384)...
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ژورنال
عنوان ژورنال: Proceedings of the American Mathematical Society
سال: 2002
ISSN: 0002-9939,1088-6826
DOI: 10.1090/s0002-9939-02-06517-6