Sensitivity of the Hermite rank
Sensitivity of the Hermite rank
复制标题
Hermite 等级的灵敏度
DOI：
10.1016/j.spa.2018.03.020
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发表时间：
2019
影响因子：
1.4
通讯作者：
M. Taqqu
中科院分区：
文献类型：
--
作者：
Shuyang Bai;M. Taqqu
Hermite秩出现在涉及长记忆的极限定理中。我们表明，一个厄米秩高于1是不稳定的数据时，稍有扰动的转换，如移位和缩放。我们进行了“近高阶秩分析”，以说明如何的极限定理是由移位扰动的大小减少的影响。我们还考虑的情况下，确定性的移位被替换为相对于样本均值的中心。本文是Bai和Taqqu（2017）的同伴，讨论了统计背景下Hermite秩的不稳定性。
The Hermite rank appears in limit theorems involving long memory. We show that a Hermite rank higher than one is unstable when the data is slightly perturbed by transformations such as shift and scaling. We carry out a “near higher order rank analysis” to illustrate how the limit theorems are affected by a shift perturbation that is decreasing in size. We also consider the case where the deterministic shift is replaced by centering with respect to the sample mean. The paper is a companion of Bai and Taqqu (2017) which discusses the instability of the Hermite rank in the statistical context.
DOI：
10.1007/978-3-642-35512-7
发表时间：
2013-05
期刊：
--
影响因子：
--
作者：
J. Beran;Yuanhua Feng;Sucharita Ghosh;Rafal Kulik
通讯作者：
J. Beran;Yuanhua Feng;Sucharita Ghosh;Rafal Kulik