On the Asymptotic Distributions of Partial Sums of Functionals of Infinite-Variance Moving Averages
On the Asymptotic Distributions of Partial Sums of Functionals of Infinite-Variance Moving Averages
复制标题
关于无限方差移动平均函数的部分和的渐近分布
DOI：
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发表时间：
1999
期刊：
影响因子：
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通讯作者：
T. Hsing
中科院分区：
文献类型：
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作者：
T. Hsing
研究了部分和S N=ΣNn=1[K(Xn)-EK(Xn)]，AS N→的渐近分布，其中{Xn}是移动平均稳定过程，K是有界可测函数.结果表明，S N服从中心或非中心极限定理，这取决于移动平均系数趋近于0的速率。
This paper investigates the asymptotic distribution of the partial sum S N = Σ N n=1 [K (X n ) - EK (X n )], as N → , where {X n } is a moving average stable process and K is a bounded and measurable function. The results show that S N follows a central or non-central limit theorem depending on the rate at which the moving average coefficients tend to 0.