搜索结果: 1-5 共查到“理论统计学 the empirical process”相关记录5条 . 查询时间(0.078 秒)
Empirical process of residuals for regression models with long memory errors
Empirical process of residuals regression models
2011/3/24
We consider the residual empirical process in random design regression with long memory errors. We establish its limiting behaviour, showing that its rates of convergence are different from the rates ...
The tail empirical process for some long memory sequences
tail empirical process long memory sequences
2010/3/9
This paper describes limiting behaviour of tail empirical process associated with
long memory stochastic volatility models. We show that such process has dichoto-
mous behaviour, according to an int...
Sup-norm convergence of the empirical process indexed by functions and applications
Sup-norm convergence the empirical process functions and applications
2009/9/23
A new approximation of the unifonn empirical and
quantile processes results in a weak invariance principle indexed by
functions for the general empirical process. Consequences of this
result are we...
Locations of extreme values of the empirical process
Empirical process law of the iterated logarithm
2009/9/21
Let E,, be a uniform empirical process and A (respectively,
v3 the unique location of its maximum (respectively, midimum).
We establish a "liminP' iterated logarithm law for (a-v).
Empirical process of long-range dependent sequences when parameters are estimated
long range dependence linear processes goodness-of-fit Short title Estimated empirical processes and LRD
2010/4/26
In this paper we study the asymptotic behaviour of empirical processes
when parameters are estimated, assuming that the underlying
sequence of random variables is long-range dependent. We show compl...