논문KCI 등재
A central limit theorem for general weighted sum of LNQD random variables and its application
대한수학회 (The Korean Mathematical Society)|2005.07|대한수학회논문집 (Communications of the KMS)|제20권 제3호|pp. 531-538
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Abstract
In this paper we derive the central limit theorem for Pn i=1 ani»i, where fani; 1 · i · ng is a triangular array of non-negative numbers such that supnPn i=1 a2 ni < 1; max1·i·n ani !0 as n ! 1 and »0 i s are a linearly negative quadrant depen-dent sequence. We also apply this result to consider a central limit theorem for a partial sum of a generalized linear process Xn = P1j=¡1 ak+j»j .
참고문헌 (7)
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- "Asymptotic independence and limit theorems for positively andnegatively dependent random variables", pp.127~140 (1984)
- "Normal uctuations and the FKG inequalities", 91, pp.75~80 (1980)
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