학술저널
A CENTRAL LIMIT THEOREM FOR LINEAR PROCESSES UNDER LINEAR NEGATIVELY QUADRANT DEPENDENCE
- 충청수학회
- Journal of the Chungcheong Mathematical Society
- Volume 26, No. 3
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2013.08615 - 623 (9 pages)
- 2
In this paper we establish a central limit theorem for weighted sums of Yn = Pni=1 an;iXi, where fan;i; n 2 N; 1 · i · ng is an array of nonnegative numbers such that supn¸1 Pni=1 a2 n;i <1, max1·i·n an;i ! 0 and fXi; i 2 Ng is a sequence of linear negatively quadrant dependent random variables with EXi = 0 and EX2 i < 1. Using this result we will obtain a central limit theorem for partial sums of linear processes.
1. Introduction
2. Main results
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