Asymptotic normality for random sums of linear processes

DOI10.1016/0378-3758(93)90145-VMaRDI QIDQ1209666zbMATH OpenOpenAlexFDO

Authors S. Singh

Publication date 16 May 1993

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(93)90145-v

zbMATH Keywords

weighted sumsmixing sequencesconditional central limit theoremrandom indiceslaw of iterative logarithm

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

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• Uniform inequalities for conditional expectations
• Weak convergence with random indices

Cited in

(22)

• Asymptotic normality for weighted sums of linear processes
• Asymptotic properties for linear processes of functionals of reversible or normal Markov chains
• The self-normalized asymptotic results for linear processes
• scientific article; zbMATH DE number 4163969 (Why is no real title available?)
• A note on asymptotics of linear combinations of IID random variables
• Capacity management under uncertainty with inter-process, intra-process and demand interdependencies in high-flexibility environments
• scientific article; zbMATH DE number 3888608 (Why is no real title available?)
• scientific article; zbMATH DE number 4036804 (Why is no real title available?)
• Some limit theorems for linear processes generated by symmetrically exchangeable random variables
• Asymptotics for linear random fields
• scientific article; zbMATH DE number 20674 (Why is no real title available?)
• scientific article; zbMATH DE number 3907471 (Why is no real title available?)
• Asymptotic distribution with random indices for linear processes
• Asymptotic normality for non-linear functionals of non-causal linear processes with summable weights
• A note on the normalizing sequences for sums of linear processes in the case of negative memory
• ASYMPTOTIC BEHAVIOUR OF DISCRETE LINEAR PROCESSES
• Laws of large numbers and central limit theorems for linear processes
• Asymptotic properties of the \(R/S\) statistics for linear processes
• Uniform asymptotic normality of weighted sums of short-memory linear processes
• Asymptotic normality for weighted sums of linear processes
• A central limit theorem with random indices for stationary linear processes
• Limit theorems for quadratic forms of linear processes

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