A local limit theorem for linear random fields

T Fortune, M Peligrad, H Sang - Journal of Time Series …, 2021 - Wiley Online Library
In this article, we establish a local limit theorem for linear fields of random variables
constructed from iid innovations each with finite second moment. When the coefficients are …

Limit theorems for linear random fields with innovations in the domain of attraction of a stable law

M Peligrad, H Sang, Y **ao, G Yang - Stochastic Processes and their …, 2022 - Elsevier
In this paper we study the convergence in distribution and the local limit theorem for the
partial sums of linear random fields with iid innovations that have infinite second moment …

On the local limit theorems for linear sequences of lower psi-mixing Markov chains

M Peligrad, H Sang, N Zhang - Statistics & Probability Letters, 2024 - Elsevier
In this paper we investigate the local limit theorem for partial sums of linear sequences of the
form X j=∑ i∈ Z ai ξ j− i. Here (ai) i∈ Z is a sequence of constants satisfying∑ i∈ Z ai 2<∞ …

[HTML][HTML] Pointwise Sharp Moderate Deviations for a Kernel Density Estimator

S Liu, X Fan, H Hu, P Doukhan - Mathematics, 2024 - mdpi.com
Let fn be the non-parametric kernel density estimator based on a kernel function K and a
sequence of independent and identically distributed random vectors taking values in R d …

Cramér moderate deviations for a supercritical Galton–Watson process

P Doukhan, X Fan, ZQ Gao - Statistics & Probability Letters, 2023 - Elsevier
Let (Z n) n≥ 0 be a supercritical Galton–Watson process. The Lotka–Nagaev estimator Z n+
1/Z n is a common estimator for the offspring mean. In this paper, we establish some Cramér …

Sharp moderate and large deviations for sample quantiles

X Fan - Statistics & Probability Letters, 2024 - Elsevier
In this article, we discuss the sharp moderate and large deviations between the quantiles of
population and the quantiles of samples. Cramér type moderate deviations and Bahadur …

A Berry–Esseen bound of order for martingales

S Wu, X Ma, H Sang, X Fan - Comptes Rendus. Mathématique, 2020 - numdam.org
Renz [13] has established a rate of convergence 1/n in the central limit theorem for
martingales with some restrictive conditions. In the present paper a modification of the …

Moderate deviations inequalities for Gaussian process regression

J Li, IO Ryzhov - Journal of Applied Probability, 2024 - cambridge.org
Gaussian process regression is widely used to model an unknown function on a continuous
domain by interpolating a discrete set of observed design points. We develop a theoretical …

[KNYGA][B] A Local Limit Theorem for Linear Random Fields and Shannon Entropy Estimation for Linear Processes

TW Fortune - 2020 - search.proquest.com
We first establish a local limit theorem for a linear random field, which is constructed using a
set of real coefficients and a set (referred to as the innovations) of i. id. random variables in L …

[PDF][PDF] A Berry-Esseen bound of order 1

SWXMH Sangb, X Fana - researchgate.net
n in the central limit theorem for martingales with some restrictive conditions. In the present
paper a modification of the methods, developed by Bolthausen [2] and Grama and Haeusler …