具有奇异谱的高斯平稳过程非线性加权变换的极限定理
概率论
2013-03-20 v1
摘要
在关于权函数的非常一般的条件下，推导了具有多重奇异谱的高斯平稳过程的非线性变换的多变量加权泛函的极限高斯分布。本文的动机源于其在非线性回归以及对具有奇异谱的高斯平稳过程的非线性泛函进行渐近推断中的潜在应用。
引用
@article{arxiv.1303.4588,
title = {Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra},
author = {Alexander V. Ivanov and Nikolai Leonenko and María D. Ruiz-Medina and Irina N. Savich},
journal= {arXiv preprint arXiv:1303.4588},
year = {2013}
}
备注
Published in at http://dx.doi.org/10.1214/12-AOP775 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)