Limit Theorems for a Correlated Moving Window Model

被引：0

作者：

Singh, Deepak ^{[1
]}

Kumar, Somesh ^{[1
]}

机构：

[1] Indian Inst Technol Kharagpur, Kharagpur 721302, W Bengal, India

来源：

BULLETIN OF THE IRANIAN MATHEMATICAL SOCIETY | 2022年 / 48卷 / 05期

关键词：

Moving windows; Multiple scan statistic; Martingale; Central limit theorem; Strong law of large numbers; Law of iterated logarithm;

D O I：

10.1007/s41980-021-00675-8

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

A new dependent model for a sequence of moving window variables that has an application in multiple scan statistics is proposed in this paper. In continuation of the existing conditional models, this model seems to be a generalization when the length of a window is greater than one. Moment structure and some basic properties for the model are established. These are used to prove limit theorems for the sums of dependent moving window variables. The central limit theorem is validated using simulation.

引用

页码：2883 / 2898

页数：16

共 18 条

[1]

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