Cumulants de vecteurs aléatoires

M. Bouaziz

Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications (1988)

  • Volume: 92, Issue: 7, page 23-29
  • ISSN: 0246-1501

How to cite

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Bouaziz, M.. "Cumulants de vecteurs aléatoires." Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications 92.7 (1988): 23-29. <http://eudml.org/doc/80648>.

@article{Bouaziz1988,
author = {Bouaziz, M.},
journal = {Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications},
keywords = {characteristic functions; basic properties of cumulants},
language = {fre},
number = {7},
pages = {23-29},
publisher = {UER de Sciences exactes et naturelles de l'Université de Clermont},
title = {Cumulants de vecteurs aléatoires},
url = {http://eudml.org/doc/80648},
volume = {92},
year = {1988},
}

TY - JOUR
AU - Bouaziz, M.
TI - Cumulants de vecteurs aléatoires
JO - Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications
PY - 1988
PB - UER de Sciences exactes et naturelles de l'Université de Clermont
VL - 92
IS - 7
SP - 23
EP - 29
LA - fre
KW - characteristic functions; basic properties of cumulants
UR - http://eudml.org/doc/80648
ER -

References

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  1. [1] Brillinger, D.R. Time series.Data analysis & theory. Holt, Rinehart & Winston:New-York, 1975. Zbl0321.62004MR443257
  2. [2] Bourbaki, N.Eléments de mathématique. Livre IV. Chapitre 6. Fonctions d'une variable réelle. Herman, Paris1958. (Polynômes d'hermite, polynômes d'Appell). MR151354
  3. [3A] Giraitis, L. & Surgailis, D.Multivariate Appell polynomials & the central limit theorem in: dependance in probability and statistics editors: E. EBERLEIN & M.S. TAQU. Birkhaüser, 1986. Zbl0605.60031MR899984
  4. [3B] Giraitis, L. & Surgailis, D.CLT & other limit theorems for functionals of gaussian processes. Z.W.70, (1985),191-212. Zbl0575.60024MR799146
  5. [4] Leonov, V.P. & Shiryayev, A.N.On a method of calculation of semiinvariants. Theor. Prob. Appl.4, (1959), 319-329. Zbl0087.33701MR123345
  6. [5] Rosenblatt, M.Asymptotic normality, strong mixing & spectral density estimates. Ann. Prob.1984, Vol. 12, N°4, 1167-1180. Zbl0545.62058MR757774

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