| AR(1)序列的样本均值分布的随机加权逼近 |
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| 引用本文： | 范金城,梅长林.AR(1)序列的样本均值分布的随机加权逼近[J].系统科学与数学,1991,11(2):136-147. |
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| 作者姓名： | 范金城 梅长林 |
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| 作者单位： | 西安交通大学数学系 710049
(范金城)，西安交通大学数学系 710049(梅长林) |
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| 摘 要： | 随机加权方法是郑忠国近期提出的逼近统计量分布的新方法.目前,已有许多文章讨论了此方法对一些统计量分布的逼近问题.但这些结果仅限于对独立随机样本的研究.本文将此方法应用于相依随机序列——AR(1)序列的样本均值,并得到了和独立情形同样好的结果.
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THE RANDOM WEIGHTING APPROXIMATION OF THE SAMPLE MEAN OF AR(1) SERIES |
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| FAN JIN-CHENG MEI CHANG-LIN.THE RANDOM WEIGHTING APPROXIMATION OF THE SAMPLE MEAN OF AR(1) SERIES[J].Journal of Systems Science and Mathematical Sciences,1991,11(2):136-147. |
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| Authors: | FAN JIN-CHENG MEI CHANG-LIN |
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| Institution: | Department of Mathematics Xi'an Jiaotong University,710049 |
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| Abstract: | In this paper,the asymptotic expansion of the distribution of the samplemeanof stationary AR(1) series is discussed and the convergence rate of the randomweighting approximation is investigated.Under mild conditions,it is proved thatthe convergence ratecan reach o(1/n~(1/2)),where n is the sample size. |
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