Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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A Note on Stationary Linearly Positive Quadrant Dependent Sequences

  • Kim, Tae-Sung (Department of Statistics, Won-Kwang University, Iksan 540-749)
  • Published : 1995.06.01
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Abstract

In this note we prove an invariance principle for strictly stationary linear positive quadrant dependent sequences, satifying some assumption on the covariance structure, $0 < \sum Cov(X_1,X_j) < \infty$. This result is an extension of Burton, Dabrowski and Dehlings' invariance principle for weakly associated sequences to LPQD sequences as well as an improvement of Newman's central limit theorem for LPQD sequences.

Keywords

References

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