메뉴 건너뛰기




Volumn 25, Issue 1, 1997, Pages 443-456

Central limit theorem for linear processes

(2)  Peligrad, Magda a   Utev, Sergey a  

a NONE

Author keywords

Central limit theorem; Dependent random variables; Linear process

Indexed keywords


EID: 0031512837     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1024404295     Document Type: Article
Times cited : (90)

References (13)
  • 2
    • 0000390031 scopus 로고
    • Basic properties of strong mixing conditions
    • BRADLEY, R. C. (1986). Basic properties of strong mixing conditions. Progr. Probab. Statist. 11 165-192.
    • (1986) Progr. Probab. Statist. , vol.11 , pp. 165-192
    • Bradley, R.C.1
  • 3
    • 0000773591 scopus 로고
    • Multilinear forms and measures of dependence between random variables
    • BRADLEY, R. C. and BRYC, W. (1985). Multilinear forms and measures of dependence between random variables. J. Multivariate Anal. 16 335-367.
    • (1985) J. Multivariate Anal. , vol.16 , pp. 335-367
    • Bradley, R.C.1    Bryc, W.2
  • 4
    • 0000145022 scopus 로고
    • Central limit theorems for associated random variables and the percolation model
    • COX, J. T. and GRIMMET, G. (1984). Central limit theorems for associated random variables and the percolation model. Ann. Probab. 12 514-528.
    • (1984) Ann. Probab. , vol.12 , pp. 514-528
    • Cox, J.T.1    Grimmet, G.2
  • 5
    • 0002297676 scopus 로고
    • The functional central limit theorem for strongly mixing processes
    • DOUKHAN, P., MASSART, P. and RIO, E. (1994). The functional central limit theorem for strongly mixing processes. Ann. Inst. H. Poincaré 30 63-82.
    • (1994) Ann. Inst. H. Poincaré , vol.30 , pp. 63-82
    • Doukhan, P.1    Massart, P.2    Rio, E.3
  • 8
    • 0001421474 scopus 로고
    • An invariance principle for certain dependent sequences
    • NEWMAN, C. M. and WRIGHT, A. L. (1981). An invariance principle for certain dependent sequences. Ann. Probab. 9 671-675.
    • (1981) Ann. Probab. , vol.9 , pp. 671-675
    • Newman, C.M.1    Wright, A.L.2
  • 9
    • 0002720637 scopus 로고
    • Recent advances in the central limit theorem and its weak invariance principle for mixing sequences of random variables
    • PELIGRAD, M. (1986). Recent advances in the central limit theorem and its weak invariance principle for mixing sequences of random variables. Prog. Probab. Statist. 11 193-224.
    • (1986) Prog. Probab. Statist. , vol.11 , pp. 193-224
    • Peligrad, M.1
  • 10
    • 0000121117 scopus 로고
    • Covariance inequalities for strongly mixing processes
    • RIO, E. (1993). Covariance inequalities for strongly mixing processes. Ann. Inst. H. Poincaré 29 589-597.
    • (1993) Ann. Inst. H. Poincaré , vol.29 , pp. 589-597
    • Rio, E.1
  • 11
    • 0010044797 scopus 로고
    • About the lindeberg method for strongly mixing sequences
    • RIO, E. (1995). About the Lindeberg method for strongly mixing sequences. ESIAM: Probability and Statistics 1 35-61.
    • (1995) ESIAM: Probability and Statistics , vol.1 , pp. 35-61
    • Rio, E.1
  • 13
    • 0013204810 scopus 로고
    • Central limit theorem for dependent random variables
    • UTEV, S. A. (1990). Central limit theorem for dependent random variables. Probab. Theory Math. Statist. 2 519-528.
    • (1990) Probab. Theory Math. Statist. , vol.2 , pp. 519-528
    • Utev, S.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.