Communications of the Korean Mathematical Society (대한수학회논문집)

Korean Mathematical Society (대한수학회)
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A CENTRAL LIMIT THEOREM FOR THE STATIONARY MULTIVARIATE LINEAR PROCESS GENERATED BY ASSOCIATED RANDOM VICTORS

  • Kim, Tae-Sung (Division of Mathematics and Information Statistics, WonKwang University) ;
  • Ko, Mi-Hwa (Division of Mathematics and Information Statistics, WonKwang University) ;
  • Chung, Sung-Mo (Division of Mathematics and Information Statistics, WonKwang University)
  • Published : 2002.01.01
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Abstract

A central limit theorem is obtained for a stationary multivariate linear process of the form (equation omitted), where { $Z_{t}$} is a sequence of strictly stationary m-dimensional associated random vectors with E $Z_{t}$ = O and E∥ $Z_{t}$∥$^2$ < $\infty$ and { $A_{u}$} is a sequence of coefficient matrices with (equation omitted) and (equation omitted).ted)..ted).).

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References

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