A central limit theorem with random indices for stationary linear processes

DOI10.1016/0167-7152(93)90002-ZzbMATH Open0783.60025OpenAlexW2054310444MaRDI QIDQ1802428FDOQ1802428

Authors: Issa Fakhre-Zakeri, Jamshid Farshidi 

Publication date: 14 March 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90002-z

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zbMATH Keywords

central limit theoremstationary linear process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sequential estimation (62L12) Stationary stochastic processes (60G10)

Cites Work

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• On the central limit theorem for the sum of a random number of independent random variables
• On the central limit theorem for the sum of a random number of independent random variables
• sequential estimation of the mean of a linear process
• Weak convergence with random indices
• Weak convergence of randomly indexed sequences of random variables

Cited In (14)

• A random functional central limit theorem for stationary linear processes generated by martingales
• Random central limit theorems for linear processes with weakly dependent innovations
• A central limit theorem for stationary linear processes generated by associated process
• Asymptotic distribution with random indices for linear processes
• Title not available (Why is that?)
• The functional CLT for linear processes generated by mixing random variables with infinite variance
• Limit Theorems for Sample Covariances of Stationary Linear Processes with Applications to Sequential Estimation
• Some limit theorems for linear processes generated by symmetrically exchangeable random variables
• A central limit theorem for autoregressive integrated moving average processes
• Random central limit theorem for the linear process generated by a strong mixing process
• The law of the iterated logarithm for LNQD sequences
• Central limit theorem for stationary linear processes generated by linearly negative quadrant-dependent sequence
• A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent processes
• An extension of central limit theorem for randomly indexed \(m\)-dependent random variables

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