科研之友
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摘要
We consider a class of dependent Bernoulli variables where the conditional success probability is a linear combination of the last few trials and the original success probability. We obtain its limit theorems including the strong law of large numbers, weak invariance principle, and law of the iterated logarithm. We also derive some statistical inference results which make the model applicable. Simulation results are exhibited as well to show that with small sample size the convergence rate is satisfying and the proposed estimators behave well.
- 出版日期2017
- 单位浙江大学
