THE CENTRAL LIMIT THEOREMS FOR STATIONARY LINEAR PROCESSES GENERATED BY DEPENDENT SEQUENCES

  • Kim, Tae-Sung (Division of Mathematical & Information Statistics, WonKwang University) ;
  • Ko, Mi-Hwa (Division of Mathematics & Information Statistics, WonKwang University) ;
  • Ryu, Dae-Hee (Department of Computer Science, ChungWoon University)
  • Published : 2003.05.01

Abstract

The central limit theorems are obtained for stationary linear processes of the form Xt = (equation omitted), where {$\varepsilon$t} is a strictly stationary sequence of random variables which are either linearly positive quad-rant dependent or associated and {aj} is a sequence of .eat numbers with (equation omitted).

Keywords

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