호남수학학술지 (Honam Mathematical Journal)

  • 제27권3호
  • /
  • Pages.505-513
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  • 2005
  • /
  • 1225-293X(pISSN)
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  • 2288-6176(eISSN)
호남수학회 (The Honam Mathematical Society)
권호 표지

ASYMPTOTICS FOR MULTIVARIATE MOVING AVERAGE PROCESS WITH NA RANDOM VECTORS

  • HAN, KWANG-HEE (Department of Computer Science Howon University)
  • 투고 : 2005.05.24
  • 심사 : 2005.08.02
  • 발행 : 2005.09.25
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초록

The aim of this paper is to establish a functional central limit theorem for multivariate moving average process generated by negatively associated random vectors under the finite second moments.

키워드

참고문헌

  1. Comm. Statist. v.A10 Positive dependence in multivariate distributions Alam, K.;Saxena, K.M.L.
  2. Convergence of Probability Measures Billingsley, P.
  3. Time Series : Theory and Methods Brockwell, P.J.;Davis, R.A.
  4. Stoc. Proc. and Appl. v.23 An invariance principle for weakly associated random vectors Burton, R.M.;Darbrowski, A.R.;Dehling, H.
  5. Introduction to Statistical Time-Series Fuller, W.A.
  6. Ann. Statist. v.11 Negative association random variables with application Joag-Dev, K.;Proschan, F.
  7. Statist. Probab. Lett. v.15 A note on the almost sure convergence of sums of negatively dependent random variables Matula, P.
  8. Asymptotic independence and limit theorems for positively and negatively dependent random variables;Inequalities in Statistics and Probability Newman, C.M.;Tong, Y.L.(ed.)
  9. (Ser. A). Sci. in China. v.40 Moment inequalities and weak convergence for negatively associate sequences Su, C.;Zhao, L.C.;Wang, Y.B.
  10. J. Theor. Probab. v.13 A comparison theorem on maximum inequalities between negatively associated and independent random variables Shao, Q.M.