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2012 | OriginalPaper | Buchkapitel

9. M-Dependence Approximation for Dependent Random Variables

verfasst von : Zheng-Yan Lin, Weidong Liu

Erschienen in: Probability Approximations and Beyond

Verlag: Springer New York

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Abstract

The purpose of this paper is to describe the m-dependence approximation and some recent results obtained by using the m-dependence approximation technique. In particular, we will focus on strong invariance principles of the partial sums and empirical processes, kernel density estimation, spectral density estimation and the theory on periodogram. This paper is an update of, and a supplement to the paper “m-Dependent Approximation” by the authors in The International Congress of Chinese Mathematicians (ICCM) 2007, Vol II, 720–734.

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Titel: M-Dependence Approximation for Dependent Random Variables
verfasst von: Zheng-Yan Lin
Weidong Liu
Verlag: Springer New York
Buch: Probability Approximations and Beyond
Print ISBN: 978-1-4614-1965-5

Electronic ISBN: 978-1-4614-1966-2

Copyright-Jahr: 2012
DOI: https://doi.org/10.1007/978-1-4614-1966-2_9

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