Acta mathematica scientia,Series B ›› 2002, Vol. 22 ›› Issue (1): 9-18.

• Articles • Previous Articles     Next Articles

FIXED-DESIGN REGRESSION FOR LINEAR TIME SERIES

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

  1. 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)

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

CLC Number: 

  • 62G05
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