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The Central Limit Theorems for the Multivariate Linear Processes Generated by Negatively Associated Random Vectors

김태성|Mi Hwa Ko|Myeong-Hee Ro
한국수학교육학회|2004.05|이론수학과 교직수학 (Theoretical Mathematics and Pedagogical Mathematics)|제11권 제2호|pp. 139-147

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Abstract

Let fXtg be an m-dimensional linear process of the form Xt = 1Xj=0 AjZt¡j ; where fZtg is a sequence of stationary m-dimensional negatively associated random vectors with EZt = O and EjjZtjj2 < 1. In this paper we prove the central limit theorems for multivariate linear processes generated by negatively associated random vectors.

참고문헌 (10)

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  4. "A central limit theorem with random indices for sta-tionary linear processes" (1993)
  5. "On functional limit theorems for multivariate linear processeswith applications to sequential estimation", 83(1), pp.11~23 (2000)
  6. "Negative association of random variables" (1983)
  7. "A note on the almost sure convergence of sums of negatively dependentrandom variables" (1992)
  8. "Asymptotic independence and limit theorems for positively and nega-tively dependent random variables Inequalities in statistics andprobability 60072THE CENTRAL LIMIT THEOREMS FOR THE MULTIVARIATE LINEAR PROCESSES 147" (1984)
  9. "A comparison theorem on moment inequalities between negatively associ-ated and independent random variables", 13(2), pp.343~356 (2000)
  10. "A functional central limit theorem for asymptotically negatively depen-dent random elds", 86(3), pp.237~259 (2000), WonKwang University Seoul National Univer-sity WonKwang University

관련 논문AI추천

A central limit theorem for the stationary multivariate linear process generated by associated random vectorsSung-Mo Chung, Tae-Sung Kim대한수학회 · 대한수학회논문집2002 · 제17권 제1호On a central limit theorem for a stationary multivariate linear process generated by linearly positive quadrant dependent random vectorsTae-Sung Kim대한수학회 · 대한수학회지2002 · 제39권 제1호Functional central limit theorems for multivariate linear processes generated by dependent random vectors고미화대한수학회 · 대한수학회논문집2006 · 제21권 제4호On a functional central limit theorem for stationary linear processes generated by associated processes고미화, Tae-Sung Kim대한수학회 · 대한수학회보2003 · 제40권 제4호On the weak law for weighted sums indexed by random variables under negatively associated arraysDong-Myong Lee, Jong-Il Baek대한수학회 · 대한수학회논문집2003 · 제18권 제1호On the almost sure convergence of weighted sums of negatively associated random variables박성태, 백종일, 서혜영, 정성모대한수학회 · 대한수학회논문집2005 · 제20권 제3호

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