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Volumn 363, Issue 2, 2006, Pages 171-180

Nonidentically distributed variables and nonlinear autocorrelation

Author keywords

Autocorrelation; Central limit theorem; Independent and identically distributed variables

Indexed keywords

CORRELATION METHODS; NONLINEAR EQUATIONS; TIME SERIES ANALYSIS;

EID: 33644872612     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2005.08.007     Document Type: Article
Times cited : (4)

References (11)
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    • V.M. Zolotarev Reflections on the classical theory of limit theorems Theory Probab. Appl. 36 1 1990 124 137
    • (1990) Theory Probab. Appl. , vol.36 , Issue.1 , pp. 124-137
    • Zolotarev, V.M.1
  • 5
    • 34250584430 scopus 로고
    • Sur deux theorems relatifs aux probabilités
    • P.L. Chebyshev Sur deux theorems relatifs aux probabilités Acta Math. 14 1890 305 315
    • (1890) Acta Math. , vol.14 , pp. 305-315
    • Chebyshev, P.L.1
  • 7
    • 84948631966 scopus 로고
    • The accuracy of the Gaussian approximation to the sum of independent variates
    • A.C. Berry The accuracy of the Gaussian approximation to the sum of independent variates Trans. Amer. Math. Soc. 49 1941 122 136
    • (1941) Trans. Amer. Math. Soc. , vol.49 , pp. 122-136
    • Berry, A.C.1
  • 8
    • 34250598875 scopus 로고
    • Fourier analysis of distributions functions. A mathematical study of the Laplace-Gaussian law
    • C.G. Esseen Fourier analysis of distributions functions. A mathematical study of the Laplace-Gaussian law Acta Math. 77 1945 1 125
    • (1945) Acta Math. , vol.77 , pp. 1-125
    • Esseen, C.G.1
  • 9
    • 4244129908 scopus 로고
    • Stochastic process with ultraslow convergence to a Gaussian: The truncated Lévy flight
    • R.N. Mantegna, and H.E. Stanley Stochastic process with ultraslow convergence to a Gaussian: the truncated Lévy flight Phys. Rev. Lett. 73 1994 2946 2949
    • (1994) Phys. Rev. Lett. , vol.73 , pp. 2946-2949
    • Mantegna, R.N.1    Stanley, H.E.2
  • 10
    • 8344223565 scopus 로고
    • Scaling behavior in the dynamics of an economic index
    • R.N. Mantegna, and H.E. Stanley Scaling behavior in the dynamics of an economic index Nature 376 1995 46 49
    • (1995) Nature , vol.376 , pp. 46-49
    • Mantegna, R.N.1    Stanley, H.E.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.