참고문헌
- H. C. Ho and T. Hsing, Limit theorems for functionals of moving average, Ann. Probab. 25 (1997), 1636-1669 https://doi.org/10.1214/aop/1023481106
- T. Kim and J. Baek, A central limit theorem for Stationary linear processes under linear positive quadrant dependent process, Statist. Probab. Lett. 51 (2001), 299-305 https://doi.org/10.1016/S0167-7152(00)00168-1
- T. Kim, M. Ko and D. Park, Almost sure convergence for linear processes generated by positively dependent processes, Stoch. Anal. Appl. 22(1) (2004), 143-153 https://doi.org/10.1081/SAP-120028027
- P. Phillips, Time series regression with a unit root, Econometrica 55 (1987), 277-302 https://doi.org/10.2307/1913237
- P. Phillips and V. Solo, Asymptotics for linear processes, Ann. Statist. 20 (1992), 971-1001 https://doi.org/10.1214/aos/1176348666
- G. Salvadori, Linear combinations of order statistics to estimate the quantiles of generalized pareto and extreme values distributions, Stochastic Environmental Research and Risk Assessment. 17 (2003), 116-140 https://doi.org/10.1007/s00477-002-0121-5
- Q. Y. Wang, Y. X. Lin and C. M. Gulati, The invariance principle for linear processes with applications, Econometric Theory 18 (2002), 119-139 https://doi.org/10.1017/S0266466602181072
- L. X. Zhang, A functional central limit theorem for asymptotically negative dependence random fields, Acta Math. Hungar. 86(3) (2000), 237-259 https://doi.org/10.1023/A:1006720512467
피인용 문헌
- Nonparametric Evaluation of Biomarker Accuracy Under Nested Case-Control Studies vol.106, pp.494, 2011, https://doi.org/10.1198/jasa.2011.tm09807
- The limit theorem for dependent random variables with applications to autoregression models vol.24, pp.3, 2011, https://doi.org/10.1007/s11424-011-8119-z
- Asymptotic Distribution for Products of Sums of Linear Processes Under Dependence vol.42, pp.13, 2013, https://doi.org/10.1080/03610926.2011.599011