Precise asymptotics for the linear processes generated by associated random variables in Hilbert spaces

Autor: Ya-Juan Dong, Jie Li, Ke-Ang Fu, Hui Zhou
Jazyk: angličtina
Předmět:
Zdroj: Computers & Mathematics with Applications. (6):1937-1943
ISSN: 0898-1221
DOI: 10.1016/j.camwa.2012.03.046
Popis: Let {@e"k,k@?Z} be a strictly stationary associated sequence of random variables taking values in a real separable Hilbert space, and {a"k;k@?Z} be a sequence of bounded linear operators. For a linear process X"k=@?"i"="-"~^~a"i(@e"k"-"i), the precise probability and moment convergence rates of @?"i"="1^nX"i in some limit theorems are discussed.
Databáze: OpenAIRE