Fangjun Xu

collaborators

2 papers

math.PR2025

Limit theorems for functionals of linear processes in critical regions

Yudan Xiong, Fangjun Xu, Jinjiong Yu

Let $X = {X_{n} : n \in N}$ be the linear process defined by $X_{n} = \sum_{j = 1}^{\infty} a_{j} ε_{n - j}$ , where the coefficients $a_{j} = j^{- β} ℓ (j)$ are constants with $β > 0$ …

math.ST2024

Kernel entropy estimation for linear processes II

Yudan Xiong, Fangjun Xu

Let $X = {X_{n} : n \in N}$ be a linear process with bounded probability density function $f (x)$ . Under certain conditions, we use the kernel estimator \[ \frac{2}{n(n-1)h_n}…