A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent process

Statistics and Probability Letters

Volumn 51, Issue 3, 2001, Pages 299-305

  Kim, Tae Sung ^a   Baek, Jong Il ^a  

^a Wonkwang University   (South Korea)

Author keywords

60F05; 60G10; Central limit theorem; Functional central limit theorem; Linear process; Linearly positive quadrant dependent

Indexed keywords

EID: 0041865363     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(00)00168-1     Document Type: Article

References (9)

1. Billingsley P. Convergence of Probability Measures. 1968;Wiley, New York.
2. Birkel P. A functional central limit theorem for positively dependent random variables. J. Multi. Anal. 44:1993;314-320.
3. Fakhre-Zakeri I., Farshidi J. A central limit theorem with random indices for stationary linear processes. Statist. Probab. Lett. 17:1993;91-95.
4. Fakhre-Zakeri I., Lee S. Sequential estimation of the mean of a linear process. Sequential Anal. 11:1992;181-197.
5. Fakhre-Zakeri I., Lee S. A random functional central limit theorem for stationary linear processes generated by matingales. Statist. Probab. Lett. 35:1997;417-422.
6. Hannan E.J. Multivariate Time Series. 1970;Wiley, New York.
7. Lehmann E.L. Some concepts of dependence. Ann. Math. Statist. 37:1966;1137-1153.
8. Newman, C.M., 1984. Asymptotic independence and limit theorems for positively and negatively dependent random variables. Inequalies in Statistics and Probability, ed. Y.L. Tong. IMS Lecture Notes-Monograph Series, Vol. 5, pp. 127-140. Hayward, CA.
9. Stout W.F. Almost Sure Convergence. 1974;Academic Press, New York.