A Central Limit Theorem for Strong Mixing Sequence and its Application in Regression Model
A Central Limit Theorem for Strong Mixing Sequence and its Application in Regression Model
复制标题
强混合序列的中心极限定理及其在回归模型中的应用
DOI：
10.13642/j.cnki.42-1184/o1.2016.01.008
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发表时间：
2016
期刊：
影响因子：
--
通讯作者：
李永明
中科院分区：
文献类型：
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作者：
李永明
本文研究了加权和的一个中心极限定理。对于强混合序列。此外，我们还给出了一个中心极限定理。具有强混合序列的线性过程的和。对于其应用，我们主要建立。固定设计回归模型中加权函数估计量的渐近正态性。
In the present paper, we investigate a central limit theorem of weighted sum.for a strong mixing sequence. Moreover, we point out a central limit theorem for the partial.sum of a linear process with strong mixing sequence. As its application, we mainly establish.the asymptotic normality of a weighted function estimator in a fixed design regression.model.