Journal of the Korean Mathematical Society (대한수학회지)

Korean Mathematical Society (대한수학회)
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A CENTRAL LIMIT THEOREM FOR THE STATIONARY LINEAR PROCESS GENERATED BY AN ASSOCIATED PROCESS

  • Kim, Tae-Sung (Division of Mathematical Science Wonkwang University) ;
  • Baek, Jong-Il (Division of Mathematical Science Wonkwang University) ;
  • Lim, Jae-Hak (Department of Accounting Taejon National University)
  • Published : 2000.05.01
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Abstract

A central limit theorem is obtained for stationary linear process Xt = aj$\varepsilon$t-j, where {$\varepsilon$t} a strictly stationary associated sequence with Et < and {aj} is a sequence of real numbers with <. A functional central limit theorem is also derived.

Keywords

References

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