A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent process

被引：36

作者：

Kim, TS ^{[1
]}

Baek, JI ^{[1
]}

机构：

[1] WonKwang Univ, Div Math Sci, Chonbuk 570749, South Korea

来源：

STATISTICS & PROBABILITY LETTERS | 2001年 / 51卷 / 03期

关键词：

central limit theorem; functional central limit theorem; linear process; linearly positive quadrant dependent;

D O I：

10.1016/S0167-7152(00)00168-1

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A central limit theorem is obtained for a stationary linear process of the form X-t= Sigma (infinity)(j=0) a(j) epsilon (t-j), where {epsilon (t)} is a strictly stationary sequence of linearly positive quadrant dependent random variables with E epsilon (t) = 0, E/epsilon (t)/(s) < <infinity> for some s > 2, and Sigma (infinity)(t = n+1) E epsilon (1) epsilon (t) = O(n(-rho)) for some rho > 0 and Sigma (infinity)(J=0) /a(j)/ < <infinity>. (C) 2001 Elsevier Science B.V. All rights reserved. MSC: 60F05; 60G10.

引用

页码：299 / 305

页数：7