共查询到20条相似文献,搜索用时 156 毫秒
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
Paulo Eduardo Oliveira 《Journal of the Korean Statistical Society》2012,41(4):537-542
We study the convergence of weighted sums of associated random variables. The convergence for the typical normalization is proved assuming finiteness of moments somewhat larger than , but still smaller than 2, together with suitable control on the covariance structure described by a truncation that generates covariances that do not grow too quickly. We also consider normalizations of the form , where is now linked with the properties of the weighting sequence. We prove the convergence under a moment assumption than is weaker that the usual existence of the moment-generating function. Our results extend analogous characterizations known for sums of independent or negatively dependent random variables. 相似文献
12.
13.
14.
15.
16.
17.
The present note is devoted to prove, by means of Malliavin calculus, the convergence in of some properly renormalized weighted quadratic variation of sub-fractional Brownian motion with parameter . 相似文献
18.
19.
We investigate a rate of convergence on asymptotic normality of the maximum likelihood estimator (MLE) for parameter appearing in parabolic SPDEs of the form where and are partial differential operators, is a cylindrical Brownian motion (CBM) and . We find an optimal Berry–Esseen bound for central limit theorem (CLT) of the MLE. It is proved by developing techniques based on combining Malliavin calculus and Stein’s method. 相似文献
20.
Jongho Bae 《Journal of the Korean Statistical Society》2013,42(3):375-385
We consider the queue in which the customers are classified into classes by their impatience times. First, we analyze the model with two types of customers; one is the customer with constant impatience time and the other is the patient customer whose impatience time is . The expected busy period of the server and the limiting distribution of the virtual waiting time process are obtained. Then, the model is generalized to the one in which the impatience time of each customer is anyone in . 相似文献