Central limit theorem for stationary linear processes generated by linearly negative quadrant-dependent sequence
نویسندگان
چکیده
منابع مشابه
Central Limit Theorem for Stationary Linear Processes
We establish the central limit theorem for linear processes with dependent innovations including martingales and mixingale type of assumptions as defined in McLeish [Ann. In doing so we shall preserve the generality of the coefficients, including the long range dependence case, and we shall express the variance of partial sums in a form easy to apply. Ergodicity is not required.
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We establish the central limit theorem for linear processes with dependent innovations including martingales and mixingale type of assumptions as defined in McLeisch (1977) and motivated by Gordin (1969). In doing so we shall preserve the generality of the coefficients, including the long range dependence case, and we shall express the variance of partial sums in a form easy to apply. Ergodicit...
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ژورنال
عنوان ژورنال: Journal of Inequalities and Applications
سال: 2012
ISSN: 1029-242X
DOI: 10.1186/1029-242x-2012-45