ON A CENTRAL LIMIT THEOREM FOR A STATIONARY MULTIVARIATE LINEAR PROCESS GENERATED BY LINEARLY POSITIVE QUADRANT DEPENDENT RANDOM VECTORS

Title & Authors
ON A CENTRAL LIMIT THEOREM FOR A STATIONARY MULTIVARIATE LINEAR PROCESS GENERATED BY LINEARLY POSITIVE QUADRANT DEPENDENT RANDOM VECTORS
Kim, Tae-Sung;

Abstract
For a stationary multivariate linear process of the form X$\small{_{t}}$
Keywords
multivariate linear process;linearly positive quadrant dependent random vectors;central limit theorem;
Language
English
Cited by
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