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$\small{_{t}}$ = (equation omitted), where {Z$\small{_{t}}$ : t = 0$\small{\pm}$1$\small{\pm}$2ㆍㆍㆍ} is a sequence of stationary linearly positive quadrant dependent m-dimensional random vectors with E(Z$\small{_{t}}$) = O and E∥Z$\small{_{t}}$$\small{^2}$< $\small{\infty}$, we prove a central limit theorem.theorem.
Keywords
multivariate linear process;linearly positive quadrant dependent random vectors;central limit theorem;
Language
English
Cited by
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