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arXiv math/0612594math.PRmath.STstat.TH
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基于相依观测的正则von Mises统计量的随机积分和渐近分析

Stochastic integrals and asymptotic analysis of canonical von Mises statistics based on dependent observations

Igor S. Borisov, Alexander A. Bystrov

摘要:

本文的第一部分研究了定义在任意非空集子集半环上的非随机函数关于非正交Hilbert噪声的随机积分。在第二部分中,我们应用这个构造来研究正则(即,退化)Von Mises统计量基于弱相关平稳观测。

英文摘要:

In the first part of the paper we study stochastic integrals of a nonrandom function with respect to a nonorthogonal Hilbert noise defined on a semiring of subsets of an arbitrary nonempty set. In the second part we apply this construction to study limit behavior of canonical (i.e., degenerate) Von Mises statistics based on weakly dependent stationary observations.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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