Search Results

You are looking at 1 - 2 of 2 items for

  • Author or Editor: Alina Bazarova x
  • Refine by Access: All Content x
Clear All Modify Search

We prove the weak consistency of the trimmed least square estimator of the covariance parameter of an AR(1) process with stable errors.

Open access

We prove that if I k are disjoint blocks of positive integers and n k are independent random variables on some probability space (Ω,F,P) such that n k is uniformly distributed on I k , then N 1 / 2 k = 1 N ( sin 2 π n k x E ( sin 2 π n k x ) ) has, with P-probability 1, a mixed Gaussian limit distribution relative to the probability space ((0, 1),B, λ), where B is the Borel σ-algebra and λ is the Lebesgue measure. We also investigate the case when n k have continuous uniform distribution on disjoint intervals I k on the positive axis.

Restricted access