Asymptotics for multivariate moving average process with NA random vectors

MaRDI QIDQ3183120zbMATH OpenFDO

Authors Kwang-Hee Han

Publication date 17 October 2009

Full work available at URL http://www.mathnet.or.kr/mathnet/thesis_content.php?no=379410

zbMATH Keywords

functional central limit theoremlinear processmoving average processnegative associationrandom vector

Mathematics Subject Classification ID

Strong limit theorems (60F15) Exchangeability for stochastic processes (60G09)

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(4)

• The central limit theorems for the multivariate linear processes generated by negatively associated random vectors
• A central limit theorem for moving average process with negatively associated innovation
• scientific article; zbMATH DE number 1457439 (Why is no real title available?)
• Asymptotics for multivariate linear process with negatively associated random

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