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Edgeworth expansions for studentized statistics under weak dependence
Cramer’s condition linear process M-estimators smooth func-tion model spectral density estimator strong mixing
2010/3/9
In this paper, we derive valid Edgeworth expansions for studen-
tized versions of a large class of statistics when the data are generated
by a strongly mixing process. Under dependence, the asymptot...
The notion of ψ-weak dependence and its applications to bootstrapping time series
Autoregressive processes autoregressive bootstrap mixing weak dependence.
2009/5/18
We give an introduction to a notion of weak dependence which is more general than mixing and allows to treat for example processes driven by discrete innovations as they appear with time series bootst...