Browsing by Subject "Central limit theorem"
Now showing items 16 of 6

Article
AAA Note on the Behaviour of Nonparametric Density and Spectral Density Estimators at Zero Points of their Support
(2015)The asymptotic behaviour of nonparametric estimators of the stationary density and of the spectral density function of a stationary process have been studied in some detail in the last 5060years. Nevertheless, less is ...

Article
Centered densities on Lie groups of polynomial volume growth
(2002)We study the asymptotic behavior of the convolution powers φ*n =φ*φ*⋯φ* of a centered density φ on a connected Lie group G of polynomial volume growth. The main tool is a Harnack inequality which is proved by using ideas ...

Article
Central limit theorem for dependent multidimensionally indexed random variables
(2003)We consider dependent multidimensionally indexed random variables whose dependence is determined by the distance of their indices. This provides a generalization of the wellknown notion of mdependence. For the partial ...

Article
The correct asymptotic variance for the sample mean of a homogeneous poisson marked point process
(2013)The asymptotic variance of the sample mean of a homogeneous Poisson marked point process has been studied in the literature, but confusion has arisen as to the correct expression due to some technical intricacies. This ...

Article
Goodnessoffit tests for Markovian time series models: Central limit theory and bootstrap approximations
(2008)New goodnessoffit tests for Markovian models in time series analysis are developed which are based on the difference between a fully nonparametric estimate of the onestep transition distribution function of the observed ...

Article
Moderate deviations in subsampling distribution estimation
(2001)In Politis and Romano (1994) the subsampling methodology was put forth for approximating the sampling distribution (and the corresponding quantiles) of general statistics from i.i.d. and stationary data. In this note, we ...