Chapter 4 Flashcards by M d Heijer

Q

What are four forms of limited dependence? What is it required for?

A

How well did you know this?

1

Not at all

2

3

4

5

Perfectly

Q

What is the definition of sure convergence?

A

How well did you know this?

1

Not at all

2

3

4

5

Perfectly

Q

What is the definition of almost sure convergence?

A

How well did you know this?

1

Not at all

2

3

4

5

Perfectly

Q

What is the definition of convergence in probability?

A

How well did you know this?

1

Not at all

2

3

4

5

Perfectly

Q

What is the definition of convergence in distribution?

A

How well did you know this?

1

Not at all

2

3

4

5

Perfectly

Q

What is the definition of exponential almost sure convergence?

A

How well did you know this?

1

Not at all

2

3

4

5

Perfectly

Q

How are the four different types of convergence related?

A

How well did you know this?

1

Not at all

2

3

4

5

Perfectly

Q

What is Slutsk’s Thm.?

A

How well did you know this?

1

Not at all

2

3

4

5

Perfectly

Q

What are the definitions of weak and strong stationarity?

A

How well did you know this?

1

Not at all

2

3

4

5

Perfectly

Q

What is the definition of ergodicity?

A

How well did you know this?

1

Not at all

2

3

4

5

Perfectly

Q

What is the main implication of ergodicity?

A

How well did you know this?

1

Not at all

2

3

4

5

Perfectly

Q

What implies that ergodicity is a form of fading memory?

A

How well did you know this?

1

Not at all

2

3

4

5

Perfectly

Q

What is the Ergodic Theorem?

A

How well did you know this?

1

Not at all

2

3

4

5

Perfectly

Q

What is the definition of a Markov dynamical system?

A

How well did you know this?

1

Not at all

2

3

4

5

Perfectly

Q

How can AR(p) models fulfill the definition of a Markov dynamical system?

A

How well did you know this?

1

Not at all

2

3

4

5

Perfectly

Q

What is Bougerol’s Theorem?

A

Q

What are the eight forms of fading memory and limited dependence?

A

Q

Are Martingale sequences correlated? Why?

A

Q

What is strong LLN for Martindale Sequences?

A

Q

What is the LLN for White Noise sequences? (Normal and strong)

A

Q

What is m-dependence? What is the LLN and CLT for m-dependence?

A

Q

Why are bounded moments important? Which moments are important?

A

Q

What is the uniform contraction theorem?

A

Q

What is the power n contraction theorem?

A

What is Loeve's inequality?

What is the generalized Holders inequality?

What is the Mean Value Theorem?

What is product e.a.s. convergence theorem?

What is Krengel's theorem?