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Conditions for linear processes to be strong-mixing

โœ Scribed by C. S. Withers

Book ID
105042894
Publisher
Springer
Year
1981
Tongue
English
Weight
148 KB
Volume
57
Category
Article
ISSN
1432-2064

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๐Ÿ“œ SIMILAR VOLUMES

Random central limit theorem for the lin
Random central limit theorem for the linear process generated by a strong mixing process
โœ Sangyeol Lee ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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