Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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A Weak Convergence for a Linear Process with Positive Dependent Sequences

  • Kim, Tae-Sung (Division of Mathematics & Informational Statistics and Institute of Basic Natural Science, Wonkwang University) ;
  • Ryu, Dae-Hee (Department of Computer Science, Chungwoon University) ;
  • Lee, Il-Hyun (Division of Mathematics & Informational Statistics and Institute of Basic Natural Science, Wonkwang University)
  • Published : 2002.12.01
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Abstract

A weak convergence is obtained for a linear process of the form (equation omitted) where {$\varepsilon$$_{t}$ } is a strictly stationary sequence of associated random variables with E$\varepsilon$$_{t}$ = 0 and E$\varepsilon$$^{^2}$$_{t}$ < $\infty$ and {a $_{j}$ } is a sequence of real numbers with (equation omitted). We also apply this idea to the case of linearly positive quadrant dependent sequence.

Keywords

References

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