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http://dx.doi.org/10.4134/JKMS.2002.39.1.119

ON A CENTRAL LIMIT THEOREM FOR A STATIONARY MULTIVARIATE LINEAR PROCESS GENERATED BY LINEARLY POSITIVE QUADRANT DEPENDENT RANDOM VECTORS

Kim, Tae-Sung (Division of Mathematical Science Wonkwang University)

Publication Information

Journal of the Korean Mathematical Society / v.39, no.1, 2002 , pp. 119-126 More about this Journal

Abstract

For a stationary multivariate linear process of the form X $_{t}$ = (equation omitted), where {Z $_{t}$ : t = 0 $\pm$ 1 $\pm$ 2ㆍㆍㆍ} is a sequence of stationary linearly positive quadrant dependent m-dimensional random vectors with E(Z $_{t}$ ) = O and E∥Z $_{t}$ ∥ $^2$ < $\infty$ , we prove a central limit theorem.theorem.

Keywords

multivariate linear process; linearly positive quadrant dependent random vectors; central limit theorem;

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