ISSN:
1572-9230
Keywords:
Stationary processes
;
exchangeable arrays
;
functional representations
;
empirical distributions
;
limit theorems
;
consistent estimation
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract We consider random arrays and the associated empirical distributions obtained by multivariate sampling from a stationary process. Under suitable conditions, one gets convergence toward a separately exchangeable array and its ergodic distribution. The result is related to the statistical problem of estimating the representing function of an exchangeable array. The latter problem is well-posed only for shell-measurable arrays, where the grid processes based on finite sub-arrays form consistent estimates with respect to a suitable norm. In general, the required consistency holds only in the distributional sense for the generated arrays.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1021692202530
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