국가지식-학술정보
THE CENTRAL LIMIT THEOREMS FOR THE MULTIVARIATE LINEAR PROCESSES GENERATED BY NEGATIVELY ASSOCIATED RANDOM VECTORS
THE CENTRAL LIMIT THEOREMS FOR THE MULTIVARIATE LINEAR PROCESSES GENERATED BY NEGATIVELY ASSOCIATED RANDOM VECTORS
- 한국수학교육학회
- The Pure and Applied Mathematics
- Vol.11 No.2
-
2004.01139 - 147 (9 pages)
- 0
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Let {<$\mathds{X}_t$} be an m-dimensional linear process of the form $\mathbb{X}_t\;=\sumA,\mathbb{Z}_{t-j}$ where {$\mathbb{Z}_t$} is a sequence of stationary m-dimensional negatively associated random vectors with $\mathbb{EZ}_t$ = $\mathbb{O}$ and $\mathbb{E}\parallel\mathbb{Z}_t\parallel^2$ < $\infty$. In this paper we prove the central limit theorems for multivariate linear processes generated by negatively associated random vectors.
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