1. Martingale Difference Sequence 1.1. Filtration 1.2. Martingale鞅 1.3. Martingale Difference Sequence 1.4. Central Limit Theorem for a Martingale Difference Sequence 2. 带趋势项时序的OLS渐进分布/Asymptotic Distribution of OLS Estimate with Trend 2.1. 公式 2.2. OLS回归 2.3. 统计值渐进分布 2.3.1....
今天看计量学到了martingale difference sequence,对这个概念不太理解，也希望大牛们能帮忙详解一下martingal...
martingale difference sequencesasymptotic normalityShapiro-Wilk testIn this paper, we establish the uniformly asymptotic normality for sample quantiles based on martingale difference sequences under some suitable conditions. We obtain the rate of normality approximation of O(n(-1/4) log n) by using ...
Laib, N., 1999, Exponential-type inequalities for martingale difference sequences: Application to nonparametric regression estimation. Communication in Statistics, The- ory and Methods, Series A. 28, 1565-1576.N. La¨ib (1999a). Exponential-type inequalities for martingale difference sequences: Ap...
网络释义 1. 鞅差分序列 Ch18时间序列的深入讨论... ...鞅差分序列(martingale difference sequence) 谬误回归问题( spurious regression problem) ... blog.sina.com.cn|基于2个网页 2. 鞅差序列 鞅差,martingale... ... )martingale difference sequence鞅差序列) martingale difference 鞅差序列 ... ...
称其为鞅差(Martingale-Difference) 过程,鞅差不一定是平稳的,除非 E [ yt ] ? ? 2 2 y ? ?? 一个白噪声...wenku.baidu.com|基于1 个网页 例句 释义: 全部,鞅差 更多例句筛选 1. Strong Congruence of the Estimate of the Regression Function under Error Being Martingale Difference Sequences 误差为...
Consider the partly linear model Y = xβ + g(t) + e where the explanatory x is erroneously measured,and both t and the response Y are measured exactly,the random error e is a martingale difference sequence.Let x be a surrogate variable observed instead of the true x in the primary sur...
where β(L, h) denotes a pth-order distributed lag polynomial, and u(t, h) is a martingale difference sequence; i.e., E[u(t, h)|t−j] = 0. This class of models is commonly referred to as a SARV(p), model. Intuitively, it is the innovation term, u(t, h), which disting...
Also, the similar Lp behavior of martingale transforms and singular integrals in the scalar-valued case carries over to those Banach spaces (the UMD spaces) for which, in an appropriate sense, martingale difference sequences are unconditional. In Section 2, we define ζ-convexity and show that ...
1) martingale difference sequence 鞅差序列 1. The extension and application of convergence theorem aboutmartingale difference sequence; 鞅差序列收敛定理的一个推广及应用 2. Convergence rate of the parametric estimate of the regression model of half-paramter under error beingmartingale difference sequence; ...