Central limit theorem for stationary linear processes generated by linearly negative quadrant-dependent sequence

被引：0
|
作者：
Jiangfeng Wang
Qunying Wu
机构：
[1] Guilin University of Technology,College of Science
来源：
Journal of Inequalities and Applications | / 2012卷
关键词：
central limit theorem; functional central limit theorem; linearly negative quadrant dependent; linear process;
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摘要：
A central limit theorem is obtained for stationary linear process of the form Xt=∑j=0∞ajεt-j, where {εi} is strictly stationary sequence of linearly negative quadrant dependent random variables with Eεi= 0, E|εi|s<∞ for some s > 2, and ∑j=0∞aj<∞.
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