Central limit theorem for stationary linear processes generated by linearly negative quadrant-dependent sequence

作者：Wang, Jiangfeng^*; Wu, Qunying

来源：JOURNAL OF INEQUALITIES AND APPLICATIONS, 2012, 2012: 45.

DOI：10.1186/1029-242X-2012-45

• central limit theorem
• functional central limit theorem
• linearly negative quadrant dependent
• linear process

A central limit theorem is obtained for stationary linear process of the form X-t = Sigma(infinity)(j=0) a(j)epsilon(t-j), where {epsilon(i)} is strictly stationary sequence of linearly negative quadrant dependent random variables with E epsilon(i) = 0, E vertical bar epsilon(i)vertical bar(s) < infinity for some s > 2, and Sigma(infinity)(j=0) vertical bar a(j)vertical bar < infinity.

• 出版日期2012
• 单位桂林理工大学