A CENTRAL LIMIT THEOREM FOR THE STATIONARY MULTIVARIATE LINEAR PROCESS GENERATED BY ASSOCIATED RANDOM VICTORS

Title & Authors
A CENTRAL LIMIT THEOREM FOR THE STATIONARY MULTIVARIATE LINEAR PROCESS GENERATED BY ASSOCIATED RANDOM VICTORS
Kim, Tae-Sung; Ko, Mi-Hwa; Chung, Sung-Mo;

Abstract
A central limit theorem is obtained for a stationary multivariate linear process of the form (equation omitted), where { $\small{Z_{t}}$} is a sequence of strictly stationary m-dimensional associated random vectors with E $\small{Z_{t}}$ = O and E∥ $\small{Z_{t}}$$\small{^2}$ < $\small{\infty}$ and { $\small{A_{u}}$} is a sequence of coefficient matrices with (equation omitted) and (equation omitted).ted)..ted).).
Keywords
central limit theorem;stationary;multivariate linear process;associated random vector;
Language
English
Cited by
1.
ON A FUNCTIONAL CENTRAL LIMIT THEOREM FOR THE LINEAR PROCESS GENERATED BY ASSOCIATED RANDOM VARIABLES IN A HILBERT SPACE,;;

대한수학회논문집, 2008. vol.23. 1, pp.133-140
1.
A central limit theorem for the linear process generated by associated random variables in a Hilbert space, Statistics & Probability Letters, 2008, 78, 14, 2102
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