Estimation of the convergence rate in central limiting theorem for two-parametric martingale-differences
We present an estimate of the rate of convergence to the normal law of the least squares estimator of the regression coefficient for a random field which is a two-parameter martingale difference sequence.
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| Datum: | 1992 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Russisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
1992
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/8049 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860512888963203072 |
|---|---|
| author | Koval , T. L. Коваль , Т. Л. |
| author_facet | Koval , T. L. Коваль , Т. Л. |
| author_sort | Koval , T. L. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2023-12-28T09:25:14Z |
| description | We present an estimate of the rate of convergence to the normal law of the least squares estimator of the regression coefficient for a random field which is a two-parameter martingale difference sequence. |
| first_indexed | 2026-03-24T03:35:57Z |
| format | Article |
| fulltext |
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| id | umjimathkievua-article-8049 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | rus |
| last_indexed | 2026-03-24T03:35:57Z |
| publishDate | 1992 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/84/3c8fccbbc0b2cc9db8bdaa488a18b584.pdf |
| spelling | umjimathkievua-article-80492023-12-28T09:25:14Z Estimation of the convergence rate in central limiting theorem for two-parametric martingale-differences Оценка скорости сходимости в центральной предельной теореме для двупараметрических мартингал-разностей . Koval , T. L. Коваль , Т. Л. We present an estimate of the rate of convergence to the normal law of the least squares estimator of the regression coefficient for a random field which is a two-parameter martingale difference sequence. Приведена оценка скорости сходимости к нормальному закону оценки наименьших квадратов коэффициента регрессии случайного поля, являющегося двупараметрической мартингал-разностью. Наведена оцінка швидкості збіжності до нормального закону оцінки найменших квадратів коефіцієнта регресії випадкового поля, яке являється двопараметричною мартингал-різницею. Institute of Mathematics, NAS of Ukraine 1992-09-08 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/8049 Ukrains’kyi Matematychnyi Zhurnal; Vol. 44 No. 8 (1992); 1138-1141 Український математичний журнал; Том 44 № 8 (1992); 1138-1141 1027-3190 rus https://umj.imath.kiev.ua/index.php/umj/article/view/8049/9611 Copyright (c) 1992 T. L. Koval |
| spellingShingle | Koval , T. L. Коваль , Т. Л. Estimation of the convergence rate in central limiting theorem for two-parametric martingale-differences |
| title | Estimation of the convergence rate in central limiting theorem for two-parametric martingale-differences |
| title_alt | Оценка скорости сходимости в центральной предельной теореме для двупараметрических мартингал-разностей . |
| title_full | Estimation of the convergence rate in central limiting theorem for two-parametric martingale-differences |
| title_fullStr | Estimation of the convergence rate in central limiting theorem for two-parametric martingale-differences |
| title_full_unstemmed | Estimation of the convergence rate in central limiting theorem for two-parametric martingale-differences |
| title_short | Estimation of the convergence rate in central limiting theorem for two-parametric martingale-differences |
| title_sort | estimation of the convergence rate in central limiting theorem for two-parametric martingale-differences |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/8049 |
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