On the sample mean of locally stationary long-memory processes

Simple item page
dc.contributor.authorPalma, Wilfredo
dc.date.accessioned2024-01-10T12:07:09Z
dc.date.available2024-01-10T12:07:09Z
dc.date.issued2010
dc.description.abstractSome asymptotic statistical properties of the sample mean of a class locally stationary long-memory process are studied in this paper. Conditions for consistency are investigated and precise convergence rates of the variance of the sample mean are established for a class of time-varying long-memory parameter functions. A central limit theorem for the sample mean is also established. Furthermore, the calculation of the variance of the sample mean is illustrated through several numerical and simulation experiments. (C) 2010 Elsevier B.V. All rights reserved.
dc.description.funderFondecyt
dc.fechaingreso.objetodigital01-04-2024
dc.format.extent11 páginas
dc.fuente.origenWOS
dc.identifier.doi10.1016/j.jspi.2010.04.041
dc.identifier.issn0378-3758
dc.identifier.urihttps://doi.org/10.1016/j.jspi.2010.04.041
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/76251
dc.identifier.wosidWOS:000281982700018
dc.information.autorucMatemática;Palma W;S/I;100091
dc.issue.numero12
dc.language.isoen
dc.nota.accesocontenido parcial
dc.pagina.final3774
dc.pagina.inicio3764
dc.publisherELSEVIER SCIENCE BV
dc.revistaJOURNAL OF STATISTICAL PLANNING AND INFERENCE
dc.rightsacceso restringido
dc.subjectSample mean
dc.subjectLong-range dependence
dc.subjectLocal stationarity
dc.subjectConsistency
dc.subjectCentral limit theorem
dc.subjectTIME-SERIES
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleOn the sample mean of locally stationary long-memory processes
dc.typeartículo
dc.volumen140
sipa.codpersvinculados100091
sipa.indexWOS
sipa.indexScopus
sipa.trazabilidadCarga SIPA;09-01-2024
Files
Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
2024-04-01. On the sample mean of locally stationary long-memory processes.pdf
Size:
2.32 KB
Format:
Adobe Portable Document Format
Description:
Download
Collections
Artículos de revistas