2- https://doi.org/10.4134/bkms.2003.40.4.715
ON A FUNCTIONAL CENTRAL LIMIT THEOREM FOR STATIONARY LINEAR PROCESSES GENERATED BY ASSOCIATED PROCESSES
- Nov 1, 2003
- Bulletin of the Korean Mathematical Society
- Tae-Sung Kim +1 more
Abstract
A functional central limit theorem is obtained for a stationary linear process of the form Xt = P1=0 aj†tij, where f†tg is a strictly stationary associated sequence of random variables with E†t = 0; E(† 2) < 1 and fajg is a sequence of real numbers with P1 j=0 jajj < 1: A central limit theorem for a stationary linear pro- cess generated by stationary associated processes is also discussed.
- # Sequence Of Real Numbers
- # Functional Central Limit Theorem
- # Central Limit Theorem
- # Sequence Of Variables
- # Sequence Of Numbers
- # Functional Limit
- # Stationary Process
- # Stationary Linear Process
- # Sequence Of Random Variables
- # Linear Process
