4 hasil untuk "Ke-Ang Fu"
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Artikel Jurnal
Asymptotics for the Moment Convergence of U-Statistics in LIL
Let Un be a U-statistic based on a symmetric kernel h(x,y) and i.i.d. samples {X,Xn;n≥1}. In this paper, the exact moment convergence rates in the law of the iterated logarithm and the law of the logarithm of Un are obtained, which extend previous results concerning partial sums.
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Artikel Jurnal
A Note on Strong Laws of Large Numbers for Dependent Random Sets and Fuzzy Random Sets
This paper deals with a sequence of identically distributed random sets or fuzzy random sets with φ(φ∗)-mixing dependence in a separable Banach space. The strong laws of large numbers for these two sequences are derived under Kuratowski-Mosco sense.
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Artikel Jurnal
Asymptotic properties for self-weighted M-estimation of MEM
IntroductionIn the context of non-negative high-frequency financial time series, the multiplicative error model (MEM) is a generalized model. Maximum Likelihood Estimation (MLE) serves as the standard approach for parameter estimation when applying MEM to real-world modeling. This method relies on…
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Artikel Jurnal
A Note on Almost Sure Central Limit Theorem in the Joint Version for the Maxima and Sums
Let {Xn;n≥1} be a sequence of independent and identically distributed (i.i.d.) random variables and denote Sn=∑k=1nXk, Mn=max1≤k≤nXk. In this paper, we investigate the almost sure central limit theorem in the joint version for the maxima and sums. If for some numerical sequences (an>0), (bn) we…