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On a central limit theorem for a stationary multivariate linear process generated by linearly positive quadrant dependent random vectors
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Abstract
For a stationary multivariate linear process of the form mathbb{X}_{t}= {displaystylesum_{j=0}^infty} A_j mathbb{Z}_{t-j},where { mathbb{Z}_t : t=0, pm1, pm2, cdots } is a sequence of stationarylinearly positive quadrant dependent m-dimensionalrandom vectors with E(mathbb{Z}_t)= mathbb{O} and E|mathbb{Z}_t |^2 < infty,we prove a central limit theorem.
관련 논문AI추천
A central limit theorem for the stationary multivariate linear process generated by associated random vectorsSung-Mo Chung, Tae-Sung Kim대한수학회 · 대한수학회논문집2002 · 제17권 제1호Functional central limit theorems for multivariate linear processes generated by dependent random vectors고미화대한수학회 · 대한수학회논문집2006 · 제21권 제4호The Central Limit Theorems for the Multivariate Linear Processes Generated by Negatively Associated Random Vectors김태성, Mi Hwa Ko, Myeong-Hee Ro한국수학교육학회 · 이론수학과 교직수학2004 · 제11권 제2호On a functional central limit theorem for stationary linear processes generated by associated processes고미화, Tae-Sung Kim대한수학회 · 대한수학회보2003 · 제40권 제4호Almost sure convergence for linear process generated by asymptotically linear negative quadrant dependence processesGuang-hui Cai대한수학회 · 대한수학회논문집2005 · 제20권 제1호On a functional central limit theorem for the linear process generated by associated random variables in a Hilbert space고미화, 김태성대한수학회 · 대한수학회논문집2008 · 제23권 제1호
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