The Pure and Applied Mathematics (한국수학교육학회지시리즈B:순수및응용수학)

Korean Society of Mathematical Education (한국수학교육학회)
권호 표지

THE CENTRAL LIMIT THEOREMS FOR THE MULTIVARIATE LINEAR PROCESSES GENERATED BY NEGATIVELY ASSOCIATED RANDOM VECTORS

  • Kim, Tae-Sung (Divsion of Mathematics and Informational Statistics and Institute of Basic Natural Science, Wonkwang University) ;
  • Ko, Mi-Hwa (Statistical research Center for Complex System, Seoul National University) ;
  • Ro, Hyeong-Hee (Department of InformationalStatistics, Wonkwang University)
  • Published : 2004.05.01
Download PDF
⟨ Previous Next ⟩

Abstract

Let {<$\mathds{X}_t$} be an m-dimensional linear process of the form $\mathbb{X}_t\;=\sumA,\mathbb{Z}_{t-j}$ where {$\mathbb{Z}_t$} is a sequence of stationary m-dimensional negatively associated random vectors with $\mathbb{EZ}_t$ = $\mathbb{O}$ and $\mathbb{E}\parallel\mathbb{Z}_t\parallel^2$ < $\infty$. In this paper we prove the central limit theorems for multivariate linear processes generated by negatively associated random vectors.

Keywords