Asymptotic normality of wavelet estimators of the memory parameter for linear processes
Texte intégral
Figure
Documents relatifs
Key words and phrases: Central limit theorem, spatial processes, random fields, nonparametric density estimation, frequency polygon, histogram, mixing.. 1 Introduction
Central Limit Theorem for Adaptative Multilevel Splitting Estimators in an Idealized Setting.. Charles-Edouard Bréhier, Ludovic Goudenège,
Unité de recherche INRIA Rennes : IRISA, Campus universitaire de Beaulieu - 35042 Rennes Cedex (France) Unité de recherche INRIA Rhône-Alpes : 655, avenue de l’Europe -
Proposition 5.1 of Section 5 (which is the main ingredient for proving Theorem 2.1), com- bined with a suitable martingale approximation, can also be used to derive upper bounds for
Key words : Asymptotic normality, Ballistic random walk, Confidence regions, Cramér-Rao efficiency, Maximum likelihood estimation, Random walk in ran- dom environment.. MSC 2000
From the end of 1970’s the DST has however been cast in doubts because Dempster’s rule of combination of Basic Belief Assignments (BBAs) yields counter intuitive results not only
In his paper [T2] Terras obtained a central limit theorem for rotation- invariant random variables on the space of n x n real positive definite (symmetric) matrices in the case n =
Since every separable Banach space is isometric to a linear subspace of a space C(S), our central limit theorem gives as a corollary a general central limit theorem for separable