On the Functional Central Limit Theorem of Negatively Associated Processes

Title & Authors
On the Functional Central Limit Theorem of Negatively Associated Processes
Baek Jong Il; Park Sung Tae; Lee Gil Hwan;

Abstract
A functional central limit theorem is obtained for a stationary linear process of the form $\small{X_{t}= \sum\limits_{j=0}^\infty{a_{j}x_{t-j}}}$, where {x_t} is a strictly stationary sequence of negatively associated random variables with suitable conditions and {a_j} is a sequence of real numbers with $\sum\limits_{j=0}^\infty|a_{j}|<\infty$.
Keywords
Functional central limit theorem;Linear process;Negatively associated random variables;
Language
English
Cited by
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