UNI-MB - logo
UMNIK - logo
 

Rezultati iskanja

Osnovno iskanje    Ukazno iskanje   

Trenutno NISTE avtorizirani za dostop do e-virov UM. Za polni dostop se PRIJAVITE.

1 2 3 4 5
zadetkov: 70
11.
  • A local limit theorem for l... A local limit theorem for linear random fields
    Fortune, Timothy; Peligrad, Magda; Sang, Hailin Journal of time series analysis, September-November 2021, 2021-09-00, 20210901, Letnik: 42, Številka: 5-6
    Journal Article
    Recenzirano
    Odprti dostop

    In this article, we establish a local limit theorem for linear fields of random variables constructed from i.i.d. innovations each with finite second moment. When the coefficients are absolutely ...
Celotno besedilo

PDF
12.
  • Kernel Entropy Estimation f... Kernel Entropy Estimation for Linear Processes
    Sang, Hailin; Sang, Yongli; Xu, Fangjun Journal of time series analysis, July 2018, 2018-07-00, 20180701, Letnik: 39, Številka: 4
    Journal Article
    Recenzirano
    Odprti dostop

    Let {X n :n∈N}be a linear process with bounded probability density function f(x). We study the estimation of the quadratic functional ∫ R f 2(x)dx. With a Fourier transform on the kernel function and ...
Celotno besedilo

PDF
13.
  • Variable bandwidth kernel r... Variable bandwidth kernel regression estimation
    Nakarmi, Janet; Sang, Hailin; Ge, Lin Probability and statistics, 2021, Letnik: 25
    Journal Article
    Recenzirano
    Odprti dostop

    In this paper we propose a variable bandwidth kernel regression estimator for i . i . d . observations in ℝ 2 to improve the classical Nadaraya-Watson estimator. The bias is improved to the order of ...
Celotno besedilo

PDF
14.
  • Gini covariance matrix and ... Gini covariance matrix and its affine equivariant version
    Dang, Xin; Sang, Hailin; Weatherall, Lauren Statistical papers, 06/2019, Letnik: 60, Številka: 3
    Journal Article
    Recenzirano
    Odprti dostop

    We propose a new covariance matrix called Gini covariance matrix (GCM), which is a natural generalization of univariate Gini mean difference (GMD) to the multivariate case. The extension is based on ...
Celotno besedilo

PDF
15.
  • Simultaneous sparse model s... Simultaneous sparse model selection and coefficient estimation for heavy-tailed autoregressive processes
    Sang, Hailin; Sun, Yan Statistics (Berlin, DDR), 01/2015, Letnik: 49, Številka: 1
    Journal Article
    Recenzirano
    Odprti dostop

    We propose a sparse coefficient estimation and automated model selection procedure for autoregressive processes with heavy-tailed innovations based on penalized conditional maximum likelihood. Under ...
Celotno besedilo

PDF
16.
  • Symmetric Gini covariance a... Symmetric Gini covariance and correlation
    Sang, Yongli; Dang, Xin; Sang, Hailin Canadian journal of statistics, 09/2016, Letnik: 44, Številka: 3
    Journal Article
    Recenzirano

    Standard Gini covariance and Gini correlation play important roles in measuring the dependence between random variables with heavy tailed distributions. However the asymmetry of Gini covariance and ...
Celotno besedilo

PDF
17.
  • ASYMPTOTIC PROPERTIES OF SE... ASYMPTOTIC PROPERTIES OF SELF-NORMALIZED LINEAR PROCESSES WITH LONG MEMORY
    Peligrad, Magda; Sang, Hailin Econometric theory, 06/2012, Letnik: 28, Številka: 3
    Journal Article
    Recenzirano
    Odprti dostop

    In this paper we study the convergence to fractional Brownian motion for long memory time series having independent innovations with infinite second moment. For the sake of applications we derive the ...
Celotno besedilo

PDF
18.
  • Central Limit Theorem for L... Central Limit Theorem for Linear Processes with Infinite Variance
    Peligrad, Magda; Sang, Hailin Journal of theoretical probability, 03/2013, Letnik: 26, Številka: 1
    Journal Article
    Recenzirano
    Odprti dostop

    This paper addresses the following classical question: Given a sequence of identically distributed random variables in the domain of attraction of a normal law, does the associated linear process ...
Celotno besedilo

PDF
19.
Celotno besedilo

PDF
20.
Celotno besedilo

PDF
1 2 3 4 5
zadetkov: 70

Nalaganje filtrov