The influence of deterministic noise on empirical measures generated by stationary processes

DOI10.1090/S0002-9939-03-07156-9MaRDI QIDQ4452213zbMATHOpenAlexFDO

Authors Youri Davydov, Ričardas Zitikis

Publication date 12 February 2004

Published in Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0002-9939-03-07156-9

zbMATH Keywords

weak convergencestationary processstrong convergenceergodic processempirical measuremixing process

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Stationary stochastic processes (60G10) Random measures (60G57)

Recommendations

• Deterministic noises that can be statistically distinguished from the random ones
• Estimation of the distribution function of noise in stationary processes
• Weak convergence of empirical processes on sequences of stationary random variables
• Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise
• Stochastic perturbation of dynamical systems: The weak convergence of measures

Cited in

(4)

• Deterministic noises that can be statistically distinguished from the random ones
• Strong laws for generalized absolute Lorenz curves when data are stationary and ergodic sequences
• Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise
• Estimating the index of increase via balancing deterministic and random data

This page was built for publication: The influence of deterministic noise on empirical measures generated by stationary processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4452213)