centrallimittheorem相关论文
We consider a branching Wiener process in Rd,in which particles reproduce as a super-critical Galton-Watson process and ......
This paper estimates the volatility of volatility based on noisy high frequency data.We use the pre-averaging method to ......
CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent da
This paper investigates the central limit theorem for linear spectral statistics of high dimensional sample covariance m......
Statistical inferences for sample correlation matrices are important in high dimensional data analysis.Motivated by this......
The central limit theorem of martingales is the fundamental tool for studying the convergence of stochastic processes,es......
Central limit theorem for linear processes generated by IID random variables under the sub-linear ex
In this paper,we investigate the central limit theorem and the invariance principle for linear processes generated by a ......
给出了马氏环境中马氏链满足ψ＊－混合性的一个充分条件，从而给出了有关此过程的一泛函中心极限结果。......
讨论了一类重要的相依随机变量序列－可交换随机变量序列部分和的中心极限问题。在与独立同分布随机变量序列部分和的中心极限问题相......
