Central limit theorem for stationary linear processes generated by linearly negative quadrant-dependent sequence
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Publication:368003
DOI10.1186/1029-242X-2012-45zbMath1450.60022OpenAlexW2107843957WikidataQ59271189 ScholiaQ59271189MaRDI QIDQ368003
Publication date: 17 September 2013
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/1029-242x-2012-45
functional central limit theoremlinear processcentral limit theoremlinearly negative quadrant dependent
Related Items (5)
Complete moment convergence for the widely orthant dependent linear processes with random coefficients ⋮ The law of the iterated logarithm for LNQD sequences ⋮ Convergence of asymptotically almost negatively associated random variables with random coefficients ⋮ Complete Moment Convergence for the Dependent Linear Processes with Application to the State Observers of Linear-Time-Invariant Systems ⋮ Complete moment convergence for the dependent linear processes with random coefficients
Cites Work
- A functional central limit theorem for positively dependent random variables
- A random functional central limit theorem for stationary linear processes generated by martingales
- A central limit theorem with random indices for stationary linear processes
- A Berry-Esseen theorem for weakly negatively dependent random variables and its applications
- EXPONENTIAL PROBABILITY INEQUALITY FOR LINEARLY NEGATIVE QUADRANT DEPENDENT RANDOM VARIABLES
- sequential estimation of the mean of a linear process
- Some Concepts of Dependence
- A functional central limit theorem for asymptotically negatively dependent random fields
- A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent processes
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