In this paper, we obtain the Hejek-Renyi-type inequality for a class of random variable sequences and give some applications for associated random variable sequences, strongly positive dependent stochastic sequences a...In this paper, we obtain the Hejek-Renyi-type inequality for a class of random variable sequences and give some applications for associated random variable sequences, strongly positive dependent stochastic sequences and martingale difference sequences which generalize and improve the results of Prakasa Rao and Soo published in Statist. Probab. Lett., 57（2002） and 78（2008）. Using this result, we get the integrability of supremum and the strong law of large numbers for a class of random variable sequences.展开更多
In time series analysis, almost all existing results are derived for the case where the driven noise {wn} in the MA part is with bounded variance （or conditional variance）. In contrast to this, the paper discusses h...In time series analysis, almost all existing results are derived for the case where the driven noise {wn} in the MA part is with bounded variance （or conditional variance）. In contrast to this, the paper discusses how to identify coefficients in a multidimensional ARMA process with fixed orders, but in its MA part the conditional moment E（｜｜wn｜｜^β｜Fn-1）, β 〉 2 is possible to grow up at a rate of a power of logn. The wellknown stochastic gradient （SG） algorithm is applied to estimating the matrix coefficients of the ARMA process, and the reasonable conditions are given to guarantee the estimate to be strongly consistent.展开更多
This paper deals with the value distribution of random Dirichlet series whose coefficients are a martingale difference sequence, and which is of neutral growth.
Let {Xn, n≥1} be a martingale difference sequence and {a nk , 1?k?n,n?1} an array of constant real numbers. The limiting behavior of weighted partial sums ∑ k=1 n a nk X k is investigated and some new results are ob...Let {Xn, n≥1} be a martingale difference sequence and {a nk , 1?k?n,n?1} an array of constant real numbers. The limiting behavior of weighted partial sums ∑ k=1 n a nk X k is investigated and some new results are obtained.展开更多
基金The NSF(10871001,60803059) of ChinaTalents Youth Fund(2010SQRL016ZD) of Anhi Province Universities+2 种基金Youth Science Research Fund(2009QN011A) of Anhui UniversityProvincial Natural Science Research Project of Anhui Colleges(KJ2010A005)Academic innovation team of Anhui University (KJTD001B)
文摘In this paper, we obtain the Hejek-Renyi-type inequality for a class of random variable sequences and give some applications for associated random variable sequences, strongly positive dependent stochastic sequences and martingale difference sequences which generalize and improve the results of Prakasa Rao and Soo published in Statist. Probab. Lett., 57（2002） and 78（2008）. Using this result, we get the integrability of supremum and the strong law of large numbers for a class of random variable sequences.
基金the National Natural Science Foundation of China(Grant Nos G0221301,60334040 , 60474004).
文摘In time series analysis, almost all existing results are derived for the case where the driven noise {wn} in the MA part is with bounded variance （or conditional variance）. In contrast to this, the paper discusses how to identify coefficients in a multidimensional ARMA process with fixed orders, but in its MA part the conditional moment E（｜｜wn｜｜^β｜Fn-1）, β 〉 2 is possible to grow up at a rate of a power of logn. The wellknown stochastic gradient （SG） algorithm is applied to estimating the matrix coefficients of the ARMA process, and the reasonable conditions are given to guarantee the estimate to be strongly consistent.
基金the National Natural Science Foundation of China and the Doctoral Foundation of China.
文摘This paper deals with the value distribution of random Dirichlet series whose coefficients are a martingale difference sequence, and which is of neutral growth.
基金SupportedbytheNationalNaturalScienceFoundationofChina (No .10 0 710 5 8)and (No .10 0 710 19)
文摘Let {Xn, n≥1} be a martingale difference sequence and {a nk , 1?k?n,n?1} an array of constant real numbers. The limiting behavior of weighted partial sums ∑ k=1 n a nk X k is investigated and some new results are obtained.
