Time series models for non-Gaussian processes

Autor: N. A. Langberg, H. W. Block, D. S. Stoffer

Publikováno v: Henry W. Block, Allan R. Sampson, and Thomas H. Savits, eds. Topics in statistical dependence (Hayward, CA: Institute of Mathematical Statistics, 1990), 69-83

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b1b0e6c8b6f81deb4140e241cb2b3ecc
https://doi.org/10.1214/lnms/1215457550

Accuracy of Convergence of Sums of Dependent Random Variables with Variances Not Necessarily Finite

Autor: H. W. Block

Publikováno v: Ann. Math. Statist. 42, no. 6 (1971), 2134-2138

Let $S_n = \sum^{k_n}_{k=1} X_{nk}$ and $X$ be random variables with distribution functions $F_n(x)$ and $F(x)$. No assumptions are made that the $(X_{nk})$ have finite means or variances. Also, no independence conditions are assumed. A bound is foun

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d5f6b63ed8efcb7b6e056644ba7913a2
https://doi.org/10.1214/aoms/1177693080

Error Estimation for a Limit Theorem for Dependent Random Variables

Autor: H. W. Block

Publikováno v: Ann. Math. Statist. 41, no. 4 (1970), 1334-1338

2. A convergence theorem for independent systems. Let each Xnk have mean Yink and variance a 2 which we shall assume exists. Let S Zkn = Xk k and (2 = Ekn1 o 2 If for each n, xni Xn2 .. Xnkn are independent we say that (Xnk) is an independent system.

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cf4720a4a1d85fad0d35d42c6b3c5d0f
http://projecteuclid.org/euclid.aoms/1177696907