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http://dx.doi.org/10.4134/CKMS.2002.17.1.095

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)
Publication Information
Communications of the Korean Mathematical Society / v.17, no.1, 2002 , pp. 95-102 More about this Journal
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).).
Keywords
central limit theorem; stationary; multivariate linear process; associated random vector;
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