Asymptotic distribution for products of sums under dependence

作者：Li, Yun-Xia^*; Wang, Jian-Feng

来源：Metrika, 2007, 66(1): 75-87.

DOI：10.1007/s00184-006-0095-2

• asymptotic distribution
• products of sums
• linear positive quadrant dependence
• linear negative quadrant dependence

The product of partial sums of linear positive (negative) quadrant dependent, positive random variables is asymptotically lognormal. This extends the earlier work on independent, positive random variables [see Rempala and Wegolowski Elect Comm Probab 7:47-54, 2002].

• 出版日期2007-7
• 单位浙江财经大学