Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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A Central Limit Theorem for a Stationary Linear Process Generated by Linearly Positive Quadrant Dependent Process

  • Kim, Tae-Sung (Department of Statistics, WonKwang University) ;
  • Ko, Mi-Hwa (Department of Statistics, WonKwang University)
  • Published : 2001.04.01
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Abstract

A central limit theorem is obtained for stationary linear process of the form -Equations. See Full-text-, where {$\varepsilon$$_{t}$} is a strictly stationary sequence of linearly positive quadrant dependent random variables with E$\varepsilon$$_{t}$=0, E$\varepsilon$$^2$$_{t}$<$\infty$ and { $a_{j}$} is a sequence of real numbers with -Equations. See Full-text- we also derive a functional central limit theorem for this linear process.ocess.s.

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References

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