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Limit Distribution of Statistical Estimators for Stochastic Programs with Dependent Samples
Author(s) -
Wang L.,
Wang J.
Publication year - 1999
Publication title -
zamm ‐ journal of applied mathematics and mechanics / zeitschrift für angewandte mathematik und mechanik
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 51
eISSN - 1521-4001
pISSN - 0044-2267
DOI - 10.1002/(sici)1521-4001(199904)79:4<257::aid-zamm257>3.0.co;2-j
Subject(s) - estimator , limit (mathematics) , mathematics , statistical physics , normal distribution , distribution (mathematics) , central limit theorem , statistics , mathematical analysis , physics
The asymptotics of the statistical estimators of stochastic programs has been derived out under the assumption that the samples are i.i.d. In some practical cases the samples may be not independent of each other. The limit distributions of the estimators in this case are studied in this paper.