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math.ST2020
Shannon entropy estimation for linear processes
Timothy Fortune, Hailin Sang
In this paper, we estimate the Shannon entropy $S(f) = -\E[ \log (f(x))]$ of a one-sided linear process with probability density function . We employ the integral estimator $…
math.PR2020★ 1 cited
A Local Limit Theorem for Linear Random Fields
Timothy Fortune, Magda Peligrad, Hailin Sang
In this paper, we establish a local limit theorem for linear fields of random variables constructed from independent and identically distributed innovations each with finite second…
math.PR2020
A Berry-Esseen bound of order for martingales
Songqi Wu, Xiaohui Ma, Hailin Sang +1
Renz (Ann. Probab. 1996) has established a rate of convergence in the central limit theorem for martingales with some restrictive conditions. In the present paper a mo…