CONVERGENCE PROPERTIES OF HIGHER-ORDER MOMENT AND CUMULANT ESTIMATES

来源 :Journal of Electronics(China) | 被引量 : 0次 | 上传用户:weicun_weicun
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The sample estimates of higher-order statistics are studied. Under certain conditions, the almost sure convergence of the third- and fourth-order moment and cumulant estimates of stationary processes is established. The rate of almost sure convergence is
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