Open Access. Powered by Scholars. Published by Universities.®
Physical Sciences and Mathematics Commons™
Open Access. Powered by Scholars. Published by Universities.®
Articles 1 - 2 of 2
Full-Text Articles in Physical Sciences and Mathematics
Moment Equalities For Sums Of Random Variables Via Integer Partitions And Faà Di Bruno's Formula, Dietmar Ferger
Moment Equalities For Sums Of Random Variables Via Integer Partitions And Faà Di Bruno's Formula, Dietmar Ferger
Turkish Journal of Mathematics
We give moment equalities for sums of independent and identically distributed random variables including, in particular, centered and specifically symmetric summands. Two different types of proofs, combinatorial and analytical, lead to 2 different types of formulas. Furthermore, the combinatorial method allows us to find the optimal lower and upper constants in the Marcinkiewicz--Zygmund inequalities in the case of even moment-orders. Our results are applied to give elementary proofs of the classical central limit theorem (CLT) and of the CLT for the empirical bootstrap. Moreover, we derive moment and exponential inequalities for self-normalized sums.
Jackknife And Bootstrap With Cycling Blocks For The Estimation Of Fractional Parameter In Arfima Model, Lorenc Ekonomi, Argjir Butka
Jackknife And Bootstrap With Cycling Blocks For The Estimation Of Fractional Parameter In Arfima Model, Lorenc Ekonomi, Argjir Butka
Turkish Journal of Mathematics
One of most important problems concerning the ARFIMA time series model is the estimation of fractional parameter d. Various methods have been used to solve this problem, such as the log-periodogram regression of a process. In this article we propose two jackknife and bootstrap methods, which aid in the estimation of fractional parameter d. These methods involve non-overlapping blocks and moving blocks with random starting point and length. We have conducted several simulations and the results show that the estimations obtained are very close to the real parameter value.