Search Results - subject:"Limit theorem"

A Central Limit Theorem for Assessing Average Quality

Barnett, Neil S. - In: International Journal of Quality & Reliability Management 6 (1989) 4

distribution is known or can be estimated. A simple extension of the Central Limit Theorem is given that provides a means of …

Persistent link: https://www.econbiz.de/10014800779

More limit theory for the sample correlation function of moving averages

Davis, Richard; Resnick, Sidney - In: Stochastic Processes and their Applications 20 (1985) 2, pp. 257-279

Let Xt = [Sigma][infinity]j=-[infinity] cjZt - j be a moving average process where {Zt} is iid with common distribution in the domain of attraction of a stable law with index [alpha], 0 [alpha] 2. If 0 [alpha] 2, EZ1[alpha] [infinity] and the distribution of Z1and Z1Z2 are tail equivalent...

Persistent link: https://www.econbiz.de/10008873766

On Kersting's proof of the central limit theorem

Pflug, G. Ch. - In: Statistics & Probability Letters 1 (1983) 6, pp. 323-326

Markovian processes the central limit theorem (CLT) is proven. Only the case of equal variances is considered. …

Persistent link: https://www.econbiz.de/10005137751

Sums of independent random variables

Petrov, Valentin V. - 1975

Persistent link: https://www.econbiz.de/10009602664

Multiparameter almost superadditive limit theorems and their application to combinatorial optimization

Schuerger, Klaus - University of Bonn, Germany

Persistent link: https://www.econbiz.de/10005028427

A Lindeberg-type theorem

Wolfson, David B. - In: Stochastic Processes and their Applications 4 (1976) 2, pp. 203-213

. A generalization of the sufficiency half of the Lindeberg central limit theorem is proved for sums Sn … of the wellknown Trotter proof of the central limit theorem. Some familiar results are also obtained, by using this …

Persistent link: https://www.econbiz.de/10008874305