A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent processes
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Publication:5934113
DOI10.1016/S0167-7152(00)00168-1zbMath0979.60016OpenAlexW2017204340MaRDI QIDQ5934113
Publication date: 17 February 2002
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00168-1
functional central limit theoremlinear processcentral limit theoremlinearly positive quadrant dependent
Related Items (15)
Central limit theorem for stationary linear processes generated by linearly negative quadrant-dependent sequence ⋮ The law of the iterated logarithm for LNQD sequences ⋮ The functional central limit theorem for linear processes with strong near-epoch dependent innovations ⋮ Precise asymptotics of complete moment convergence on moving average ⋮ Precise asymptotics in the law of the iterated logarithm of moving-average processes ⋮ A central limit theorem for general weighted sums of LNQD random variables and its application ⋮ Convergence of weighted linear process for \(\rho \)-mixing random variables ⋮ Precise asymptotics in the law of iterated logarithm for moving average process under dependence ⋮ Retracted: Convergence of weighted sums for arrays of negatively dependent random variables and its applications. ⋮ Rate of convergence for multiple change-points estimation of moving-average processes ⋮ The functional CLT for linear processes generated by mixing random variables with infinite variance ⋮ A general result on precise asymptotics for linear processes of positively associated sequences ⋮ Asymptotic Distribution for Products of Sums of Linear Processes Under Dependence ⋮ A Kind of Exact Rates in Complete Moment Convergence for Moving-Average Processes ⋮ Moment convergence rates in the law of logarithm for moving average process under dependence
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- 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
- sequential estimation of the mean of a linear process
- Some Concepts of Dependence
- Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences
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