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題名 Order Statistics for Nonstationary Time series
作者 吳柏林
Wu, Berlin
關鍵詞 Nonstationary;autoregressive processes;absolute regularity;empirical distribution functions;order statistics
日期 1993-12
上傳時間 12-Nov-2010 12:15:08 (UTC+8)
摘要 Order statistics has an important role in statistical inference. The main purpose of this paper is to investigate order statistics, and also explore its applications in the analysis of nonstationary time series. Our results show that linear functions of order statistics for a large class of time series are asymptotically normal. The methods of proof involve approximations of serially dependent random variables by independent ones. The problems of testing for the existence of a linear trend and the problem of testing randomness versus serial dependence are considered as applications.
關聯 Annals of the Institute of Statistical Mathematics,45(4),665-686
資料類型 article
DOI http://dx.doi.org/10.1007/BF00774780
dc.creator (作者) 吳柏林zh_TW
dc.creator (作者) Wu, Berlin-
dc.date (日期) 1993-12-
dc.date.accessioned 12-Nov-2010 12:15:08 (UTC+8)-
dc.date.available 12-Nov-2010 12:15:08 (UTC+8)-
dc.date.issued (上傳時間) 12-Nov-2010 12:15:08 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/48301-
dc.description.abstract (摘要) Order statistics has an important role in statistical inference. The main purpose of this paper is to investigate order statistics, and also explore its applications in the analysis of nonstationary time series. Our results show that linear functions of order statistics for a large class of time series are asymptotically normal. The methods of proof involve approximations of serially dependent random variables by independent ones. The problems of testing for the existence of a linear trend and the problem of testing randomness versus serial dependence are considered as applications.en_US
dc.language zh_TWen
dc.language.iso en_US-
dc.relation (關聯) Annals of the Institute of Statistical Mathematics,45(4),665-686en
dc.subject (關鍵詞) Nonstationary;autoregressive processes;absolute regularity;empirical distribution functions;order statisticsen_US
dc.title (題名) Order Statistics for Nonstationary Time seriesen
dc.type (資料類型) articleen
dc.identifier.doi (DOI) 10.1007/BF00774780-
dc.doi.uri (DOI) http://dx.doi.org/10.1007/BF00774780-