A central limit theorem for the linear process generated by associated random variables in a Hilbert space

DOI10.1016/J.SPL.2008.01.079zbMath1283.60038OpenAlexW2034636081MaRDI QIDQ730716

Tae-Sung Kim, Mi-Hwa Ko

Publication date: 30 September 2009

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

Full work available at URL: https://doi.org/10.1016/j.spl.2008.01.079

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)

Cites Work

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• Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes
• Central limit theorems for associated random variables and the percolation model
• An invariance principle for weakly associated random vectors
• Normal fluctuations and the FKG inequalities
• An invariance principle for certain dependent sequences
• Sharp conditions for the CLT of linear processes in a Hilbert space
• Berry-Esseen inequality for linear processes in Hilbert spaces.
• ON A FUNCTIONAL CENTRAL LIMIT THEOREM FOR STATIONARY LINEAR PROCESSES GENERATED BY ASSOCIATED PROCESSES
• A CENTRAL LIMIT THEOREM FOR THE STATIONARY MULTIVARIATE LINEAR PROCESS GENERATED BY ASSOCIATED RANDOM VICTORS

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