Journal of the Korean Mathematical Society (대한수학회지)

Korean Mathematical Society (대한수학회)
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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)
  • Published : 2002.01.01
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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.

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References

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