Central Limit Theorems For Superlinear Processes
نویسندگان
چکیده
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 for the Conditional Central Limit Theorem in the case of a causal process with independent innovations.
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تاریخ انتشار 2010