Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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On the Functional Central Limit Theorem of Negatively Associated Processes

  • Baek Jong Il (Division of Mathematics & Informational Statistics, and Institute of Basic Natural Science, Wonkwang University) ;
  • Park Sung Tae (Division of Business Adminstration, Wonkwang University) ;
  • Lee Gil Hwan (Division of Mathematics & Informational Statistics, Wonkwang University)
  • Published : 2005.04.01
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Abstract

A functional central limit theorem is obtained for a stationary linear process of the form $X_{t}= \sum\limits_{j=0}^\infty{a_{j}x_{t-j}}$, 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 $\sum\limits_{j=0}^\infty|a_{j}|<\infty$.

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References

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