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

被引：0

作者：

Kim, Tae-Sung ^{[1
]}

Ko, Mi-Hwa ^{[1
]}

机构：

[1] WonKwang Univ, Dept Math, Iksan 570749, South Korea

来源：

STATISTICS & PROBABILITY LETTERS | 2008年 / 78卷 / 14期

关键词：

D O I：

10.1016/j.spl.2008.01.079

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let {xi(k), k is an element of Z} be a strictly stationary associated sequence of H-valued random variables with E xi(k) = 0 and E parallel to xi(k)parallel to(2) < infinity and (a(k), k is an element of Z) a sequence of linear operators such that Sigma(infinity)(j=0) parallel to a(j)parallel to(L(H)) < infinity. For a linear process X-k = Sigma(infinity)(j=0) a(j)xi(k-j) we derive that Sigma(n)(j=1) X-i/root n satisfies the central limit theorem. (C) 2008 Elsevier B.V. All rights reserved.

引用

页码：2102 / 2109

页数：8

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