CONSISTENCY IN TIME-SERIES ANALYSIS

被引:2
作者
ROBINSON, PM
机构
关键词
D O I
10.1214/aos/1176344080
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:215 / 223
页数:9
相关论文
共 12 条
[1]   STRONG CONSISTENCY OF LEAST-SQUARES ESTIMATES IN NORMAL LINEAR-REGRESSION [J].
ANDERSON, TW ;
TAYLOR, JB .
ANNALS OF STATISTICS, 1976, 4 (04) :788-790
[2]  
Billingsley P, 1968, CONVERGENCE PROBABIL
[3]   MARTINGALE TRANSFORMS [J].
BURKHOLD.DL .
ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (06) :1494-&
[4]   LP-CONVERGENCE FOR N-1/PSN,O LESS THAN P LESS THAN 2 [J].
CHOW, YS .
ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (01) :393-&
[5]   LIMIT THEOREMS FOR QUADRATIC FUNCTIONS OF DISCRETE-TIME SERIES [J].
HANNAN, EJ ;
HEYDE, CC .
ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (06) :2058-2066
[6]  
LOEVE M, 1951, 2ND P BERK S MATH ST, V1, P279
[7]  
ROBINSON PD, UNPUBLISHED
[8]   MOMENT INEQUALITIES FOR MAXIMUM CUMULATIVE SUM [J].
SERFLING, RJ .
ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (04) :1227-&
[9]   CONVERGENCE PROPERTIES OF SN UNDER MOMENT RESTRICTIONS [J].
SERFLING, RJ .
ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (04) :1235-&
[10]  
STOUT W, 1974, SURE CONVERGENCE