• Communications for Statistical Applications and Methods
• /
• 제17권5호
• /
• pp.647-652
• /
• 2010

By using a Malliavin calculus, we prove the central limit theorem on the power variation of the product of the unordered rectangles associated with a standard Brownian sheet.

• 대한수학회논문집
• /
• 제14권3호
• /
• pp.597-609
• /
• 1999

In this article we prove a central limit theorem for strictly stationary weakly dependent random fields with some interlaced mix-ing conditions. Mixing coefficients are not assumed. The result it basically the same to Peligrad([4]), which is CLT weakly depen-dent arrays of random variables. The proof is quite similar to the of Peligrad.

• Communications for Statistical Applications and Methods
• /
• 제9권1호
• /
• pp.241-248
• /
• 2002

The problem of wavelet density estimation based on Shannon's wavelets is studied when the sample observations are contaminated with random noise. In this paper we will discuss the asymptotic normality for deconvolving wavelet density estimator of the unknown density f(x) when courier transform of random noise has polynomial descent.

• 호남수학학술지
• /
• 제27권3호
• /
• pp.505-513
• /
• 2005

The aim of this paper is to establish a functional central limit theorem for multivariate moving average process generated by negatively associated random vectors under the finite second moments.

• 대한수학회논문집
• /
• 제14권3호
• /
• pp.629-629
• /
• 1999

• Communications for Statistical Applications and Methods
• /
• 제21권4호
• /
• pp.327-334
• /
• 2014

Various modified GARCH(1, 1) models have been found adequate in many applications. We are interested in their continuous time versions and limiting properties. We first define a stochastic integral that includes useful continuous time versions of modified GARCH(1, 1) processes and give sufficient conditions under which the process is exponentially ergodic and ${\beta}$-mixing. The central limit theorem for the process is also obtained.

• 대한수학회논문집
• /
• 제16권1호
• /
• pp.125-135
• /
• 2001

In this article we investigate the dependence between components of the random vector which is given as an asymptotic limit of an array of random vectors with interlaced mixing conditions. We discuss the cross covariance of the limiting vector process and give a stronger condition to have a central limit theorem for an array of random vectors with mixing conditions.

• Journal of applied mathematics & informatics
• /
• 제18권1_2호
• /
• pp.441-453
• /
• 2005

In this article we will introduce a real valued random field on a restricted indexed set and construct a classical asymptotic limit theorems on them. We will survey the basic properties of weakly dependent random processes and investigate two major mixing conditions for sequences of random variables. The concepts of weakly dependent sequence of random variables will be generalized to the case of random fields. Finally we will construct a central limit theorem and prove it.

• Journal of applied mathematics & informatics
• /
• 제26권1_2호
• /
• pp.417-425
• /
• 2008

For stationary m-dimensional martingale difference sequences we prove the random functional central limit theorems and propose an almost sure consistent estimator for the limiting covariance matrix.

• Communications for Statistical Applications and Methods
• /
• 제20권3호
• /
• pp.193-197
• /
• 2013

Almost sure central limit theorems are established for a stationary bootstrap sample mean of strong mixing processes. Both weak and strong consistencies are obtained.