A central limit theorem with random indices for stationary linear processes

DOI10.1016/0167-7152(93)90002-ZzbMath0783.60025OpenAlexW2054310444MaRDI QIDQ1802428

Jamshid Farshidi, Issa Fakhre-Zakeri

Publication date: 14 March 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90002-z

zbMATH Keywords

central limit theoremstationary linear process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Sequential estimation (62L12)

Related Items (10)

A random functional central limit theorem for stationary linear processes generated by martingales ⋮ Random central limit theorem for the linear process generated by a strong mixing process ⋮ Central limit theorem for stationary linear processes generated by linearly negative quadrant-dependent sequence ⋮ The law of the iterated logarithm for LNQD sequences ⋮ Limit Theorems for Sample Covariances of Stationary Linear Processes with Applications to Sequential Estimation ⋮ Random central limit theorems for linear processes with weakly dependent innovations ⋮ A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent processes ⋮ The functional CLT for linear processes generated by mixing random variables with infinite variance ⋮ Asymptotic distribution with random indices for linear processes ⋮ An extension of central limit theorem for randomly indexed m-dependent random variables

Cites Work

• Weak convergence with random indices
• sequential estimation of the mean of a linear process
• Weak convergence of randomly indexed sequences of random variables
• On the central limit theorem for the sum of a random number of independent random variables
• On the central limit theorem for the sum of a random number of independent random variables
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