FIXED-DESIGN REGRESSION FOR LINEAR TIME SERIES

数学物理学报(英文版) ›› 2002, Vol. 22 ›› Issue (1): 9-18.

FIXED-DESIGN REGRESSION FOR LINEAR TIME SERIES

胡舒合, 朱春华, 程业斌, 王立春

Department of Mathematics, Anhui University, Hefei 230039, China Department of Statistics and Finance, University of Science and Technology of China

出版日期:2002-01-14 发布日期:2002-01-14
基金资助:
This work is supported by the National Natural Science Foundation of China(19971001)

FIXED-DESIGN REGRESSION FOR LINEAR TIME SERIES

HU Shu-He, ZHU Chun-Hua, CHENG Ye-Bin, WANG Li-Chun

Department of Mathematics, Anhui University, Hefei 230039, China Department of Statistics and Finance, University of Science and Technology of China

Online:2002-01-14 Published:2002-01-14
Supported by:
This work is supported by the National Natural Science Foundation of China(19971001)

摘要/Abstract

摘要：

This paper obtains asymptotic normality for double array sum of linear time series t, and gives its application in the regression model. This Generalizes the main results in [1].

关键词: Linear time series, asymptotic normality, fixed design, martingale difference

Abstract:

This paper obtains asymptotic normality for double array sum of linear time series t, and gives its application in the regression model. This Generalizes the main results in [1].

Key words: Linear time series, asymptotic normality, fixed design, martingale difference

中图分类号:

62G05

胡舒合, 朱春华, 程业斌, 王立春. FIXED-DESIGN REGRESSION FOR LINEAR TIME SERIES[J]. 数学物理学报(英文版), 2002, 22(1): 9-18.

HU Shu-He, ZHU Chun-Hua, CHENG Ye-Bin, WANG Li-Chun. FIXED-DESIGN REGRESSION FOR LINEAR TIME SERIES[J]. Acta mathematica scientia,Series B, 2002, 22(1): 9-18.

FIXED-DESIGN REGRESSION FOR LINEAR TIME SERIES

FIXED-DESIGN REGRESSION FOR LINEAR TIME SERIES

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