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Central limit theorem for functionals of a linear process

✍ Scribed by L. Giraitis


Publisher
Springer
Year
1985
Tongue
English
Weight
730 KB
Volume
25
Category
Article
ISSN
0363-1672

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Random central limit theorem for the lin
✍ Sangyeol Lee πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 276 KB

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