Random central limit theorem for the lin
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Sangyeol Lee
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Article
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1997
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Elsevier Science
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English
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This paper considers the random central limit theorem (CLT) for a linear process of which the error process is strong mixing with the associated mixing order satisfying certain regularity conditions. By using the moment inequality of Yokoyama (1980, Corollary 1) we prove that the random CLT holds fo