• Journal of applied mathematics & informatics
• /
• 제12권1_2호
• /
• pp.299-305
• /
• 2003

The central limit theorems are obtained for stationary linear processes of the form Xt = (equation omitted), where {$\varepsilon$t} is a strictly stationary sequence of random variables which are either linearly positive quad-rant dependent or associated and {aj} is a sequence of .eat numbers with (equation omitted).

• 대한수학회논문집
• /
• 제17권1호
• /
• pp.95-102
• /
• 2002

A central limit theorem is obtained for a stationary multivariate linear process of the form (equation omitted), where { $Z_{t}$} is a sequence of strictly stationary m-dimensional associated random vectors with E $Z_{t}$ = O and E∥ $Z_{t}$∥$^2$ < $\infty$ and { $A_{u}$} is a sequence of coefficient matrices with (equation omitted) and (equation omitted).ted)..ted).).

• 대한수학회지
• /
• 제39권1호
• /
• pp.119-126
• /
• 2002

For a stationary multivariate linear process of the form X$_{t}$ = (equation omitted), where {Z$_{t}$ : t = 0$\pm$1$\pm$2ㆍㆍㆍ} is a sequence of stationary linearly positive quadrant dependent m-dimensional random vectors with E(Z$_{t}$) = O and E∥Z$_{t}$∥ $^2$< $\infty$, we prove a central limit theorem.theorem.

• East Asian mathematical journal
• /
• 제24권3호
• /
• pp.251-261
• /
• 2008

Let {${\xi}_j;j\;{\geq}\;1$} be a centered strictly stationary random sequence defined by $S_0\;=\;0$, $S_n\;=\;\Sigma^n_{j=1}\;{\xi}_j$ and $\sigma(n)\;=\;33\sqrt {ES^2_n}$ where $\sigma(t),\;t\;>\;0$, is a nondecreasing continuous regularly varying function. Suppose that there exists $n_0\;{\geq}\;1$ such that, for any $n\;{\geq}\;n_0$ and $0\;{\leq}\;{\varepsilon}\;<\;1$, there exist positive constants $c_1$ and $c_2$ such that $c_1e^{-(1+{\varepsilon})x^2/2}\;{\leq}\;P\{\frac{{\mid}S_n{\mid}}{\sigma(n)}\;{\geq}\;x\}\;{\leq}\;c_2e^{-(1-{\varepsilon})x^2/2$, $x\;{\geq}\;1$ Under some additional conditions, we investigate some limsup results for the increments of partial sum processes of the sequence {${\xi}_j;j\;{\geq}\;1$}.

• Communications for Statistical Applications and Methods
• /
• 제12권1호
• /
• pp.117-123
• /
• 2005

A functional central limit theorem is obtained for a stationary linear process of the form $X_{t}= \sum\limits_{j=0}^\infty{a_{j}x_{t-j}}$, where {x_t} is a strictly stationary sequence of negatively associated random variables with suitable conditions and {a_j} is a sequence of real numbers with $\sum\limits_{j=0}^\infty|a_{j}|<\infty$.

• 대한전자공학회논문지
• /
• 제17권1호
• /
• pp.10-13
• /
• 1980

위상흔들림이 있는 펀스신호의 전력 스펙트럼을 구하였다. 여기서 pulse sequence는 통계적으로 independent stationary이며 위상흔들림은 stationary Gaussian의 확률특성을 갖는 것으로 가정되었다. Unipolar pulse 신호에 있어서, 위상흔들림이 증가할 때에 전력 스펙트럼의 discrete 부분은 감소하지만 continuous 부분은 증가하는 것으로 나타났다.

• 대한수학회지
• /
• 제49권2호
• /
• pp.223-233
• /
• 2012

In this paper we establish some limsup results and a generalized uniform law of the iterated logarithm (LIL) for the increments of partial sums of a strictly stationary and linearly positive quadrant dependent (LPQD) sequence of random variables.

• Communications for Statistical Applications and Methods
• /
• 제8권1호
• /
• pp.153-158
• /
• 2001

A central limit theorem is obtained for stationary linear process of the form -Equations. See Full-text-, where {$\varepsilon$$_{t}$} is a strictly stationary sequence of linearly positive quadrant dependent random variables with E$\varepsilon$$_{t}$=0, E$\varepsilon$$^2$$_{t}$<$\infty$ and { $a_{j}$} is a sequence of real numbers with -Equations. See Full-text- we also derive a functional central limit theorem for this linear process.ocess.s.

• 한국통계학회:학술대회논문집
• /
• 한국통계학회 2000년도 추계학술발표회 논문집
• /
• pp.119-121
• /
• 2000

A functional central limit theorem is obtained for a stationary multivariate linear process of the form $X_t=\sum\limits_{u=0}^\infty{A}_{u}Z_{t-u}$, where {$Z_t$} is a sequence of strictly stationary m-dimensional linearly positive quadrant dependent random vectors with $E Z_t = 0$ and $E{\parallel}Z_t{\parallel}^2 <{\infty}$ and {$A_u$} is a sequence of coefficient matrices with $\sum\limits_{u=0}^\infty{\parallel}A_u{\parallel}<{\infty}$ and $\sum\limits_{u=0}^\infty{A}_u{\neq}0_{m{\times}m}$. AMS 2000 subject classifications : 60F17, 60G10.

• Communications for Statistical Applications and Methods
• /
• 제8권3호
• /
• pp.615-623
• /
• 2001

A functional central limit theorem is obtained for a stationary multivariate linear process of the form (no abstract. see full-text) where{ $Z_{t}$} is a sequence of strictly stationary m-dimensional negatively associated random vectors with E $Z_{t}$=O and E∥ $Z_{t}$∥$^2$<$\infty$ and { $A_{u}$} is a sequence of coefficient matrices with (no abstract. see full-text) and (no abstract. see full-text).text).).