Convergence of weighted linear process for \(\rho \)-mixing random variables (Q2478375): Difference between revisions

Summary: A central limit theorem and a functional central limit theorem are obtained for weighted linear process of \(\rho\)-mixing sequences for the \(X_t=\sum^\infty_{i=0}a_iY_{t-i}\), where \(\{Y_i,\) \(0\leq i<\infty\}\) is a sequence of \(\rho\)-mixing random variables with \(EY_i=0\), \(0<EY^2_i<\infty\), \(\sum^\infty_{i=1}\rho(2^i) < \infty\). The results obtained generalize the results of \textit{H.-Y. Liang, D.-X. Zhang} and \textit{J.-I. Baek} [J. Korean Math. Soc. 41, No.~5, 883--894 (2004; Zbl 1065.60028)] to \(\rho\)-mixing sequences.