A general pattern of asymptotic behavior of the R/S statistics for linear processes
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- 作者：Fa-mei Zheng (1)
Qing-pei Zang (1)
1. School of Mathematical Science ; Huaiyin Normal University ; Huaian ; 223300 ; China - 关键词：Brownian bridge ; Complete moment convergence ; Linear process ; $$R/S$$ R / S statistics ; 60F15 ; 60G50
- 刊名：Statistical Papers
- 出版年：2015
- 出版时间：February 2015
- 年：2015
- 卷：56
- 期：1
- 页码：191-204
- 全文大小：179 KB
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- 刊物主题：Statistics
Statistics for Business, Economics, Mathematical Finance and Insurance
Probability Theory and Stochastic Processes
Economic Theory
Operation Research and Decision Theory - 出版者：Springer Berlin / Heidelberg
- ISSN：1613-9798
文摘
In this paper, we establish that a general law for the complete moment convergence of range statistics. It can describe the relations among the boundary function, weighted function, convergence rate and limit value in the study of precise rates for complete moment convergence. Moreover, we assume that the samples are derived from linear processes.