Central limit theorems for arrays of decimated linear processes
نویسندگان
چکیده
منابع مشابه
Central Limit Theorems for Arrays of Decimated Linear Processes
Linear processes are defined as a discrete-time convolution between a kernel and an infinite sequence of i.i.d. random variables. We modify this convolution by introducing decimation, that is, by stretching time accordingly. We then establish central limit theorems for arrays of squares of such decimated processes. These theorems are used to obtain the asymptotic behavior of estimators of the s...
متن کاملCentral Limit Theorems For Superlinear Processes
The Central Limit Theorem is studied for stationary sequences that are sums of countable collections of linear processes. Two sets of sufficient conditions are obtained. One restricts only the coefficients and is shown to be best possible among such conditions. The other involves an interplay between the coefficients and the distribution functions of the innovations and is shown to be necessary...
متن کاملCentral limit theorems in linear dynamics
Given a bounded operator T on a Banach space X, we study the existence of a probability measure μ on X such that, for many functions f : X → K, the sequence (f + · · ·+ f ◦ T)/ √ n converges in distribution to a Gaussian random variable.
متن کاملMoment bounds and central limit theorems for Gaussian subordinated arrays
A general moment bound for sums of products of Gaussian vector’s functions extending the moment bound in Taqqu (1977, Lemma 4.5) is established. A general central limit theorem for triangular arrays of nonlinear functionals of multidimensional non-stationary Gaussian sequences is proved. This theorem extends the previous results of Breuer and Major (1981), Arcones (1994) and others. A Berry-Ess...
متن کاملCentral 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.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2009
ISSN: 0304-4149
DOI: 10.1016/j.spa.2009.03.009