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https://elib.bsu.by/handle/123456789/94034| Title: | Asymptotic Expansion in the Central Limit Theorem for an AR(1) Process |
| Authors: | Shmuratko, A. S. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатика |
| Issue Date: | 2007 |
| Publisher: | Minsk: BSU |
| Abstract: | Consider an AR(1) process with i.i.d. innovations. We assume that the innovations have the finite fourth moment and density satisfying the integral Lipschitz condition. For such a process the asymptotic expansion of order 1 in the central limit theorem is obtained. |
| URI: | http://elib.bsu.by/handle/123456789/94034 |
| Appears in Collections: | Section 5. ASYMPTOTIC METHODS IN PROBABILITY & STATISTICS Статьи факультета прикладной математики и информатики |
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