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The invariance principle for linear processes generated by a negatively associated sequence and its applications

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Publication:1879151
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zbMath1061.60032MaRDI QIDQ1879151

Chuanrong Lu

Publication date: 22 September 2004

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)


zbMATH Keywords

weak convergencelinear processnegatively associated sequence


Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)


Related Items

The functional central limit theorem for linear processes with strong near-epoch dependent innovations ⋮ The limit theorem for dependent random variables with applications to autoregression models ⋮ The functional CLT for linear processes generated by mixing random variables with infinite variance




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