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  Far East Journal of Theoretical Statistics  
 ISSN: 0972-0863
 
 
 

     Far East Journal of Theoretical Statistics
    Volume 24, Issue 1, Pages 49 - 59 (January 2008)


EMPIRICAL DISTRIBUTION OF SURVIVAL FUNCTION FOR STRONG AND UNIFORMLY MIXING STOCHASTIC PROCESS

M. Afshari (Iran)

Received June 20, 2007

References:



[1] I. Bagai and B. L. S. Prakasa Rao, Estimation of the survival function for stationary associated processes, Statist. Probab. Lett. 12 (1991), 385-391.

[2] P. Bilingsley, Convergence of Probability Measure, Wiley, New York, 1968.

[3] M. Deo Chandrakant, A note on empirical process of strong-mixing sequences, Ann. Probab. 1 (1973), 870-875.

[4] F. Henry David, Dynamic Econometrics, Oxford, New York, 1995.

[5] Yu. A. Davydov, The invariance principle for stationary process, Probab. Appl. 15 (1970), 487-498.

[6] I. A. Ibragimove and Yu. V. Linnik, Independent and Stationary Sequence of Random Variables, Wolters-Noordhoff, Groningen, 1971.

[7] P. Matula, A note on the almost sure convergence of sums of negatively dependent random variables, Statist. Probab. Lett. 15 (1992), 209-213.

[8] E. Rio, The Functional Low of the Iterated Logarithm for Stationary Strongly Mixing Sequence, 1995.

[9] S. M. Sadikova, Two dimensional analogues of an inequality of Essen with applications to the central limit theorem, Theory Probab. Appl. 11 (1966), 325-335.

Keywords and phrases: survival function, discrete-time stochastic process, strongly mixing.

 


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