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Almost sure convergence for linear process generated by asymptotically linear negative quadrant dependence processes

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Abstract

In this paper, we obtain strong law of large numbers for linear process generated by asymptotically linear negative quadrant dependence processes.

참고문헌 (7)

  1. "Limit theorems for functionals of moving average", 25, pp.1636~1669 (1997)
  2. "A central limit theorem for Stationary linear processes under linear positive quadrant dependent process", 51, pp.299~305 (2001)
  3. "Time series regression with a unit root", 55, pp.277~302 (1987)
  4. "Asymptotics for linear processes", 20, pp.971~1001 (1992)
  5. "Linear combinations of order statistics to estimate the quantilesof generalized pareto and extreme values distributions", 17, pp.116~140 (2003)
  6. "The invariance principle for linear processes with applications", 18, pp.119~139 (2002)
  7. "A functional central limit theorem for asymptotically negative depen-dence random ?", 86(3), pp.237~259 (2000)

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