A central limit theorem with random indices for stationary linear processes

DOI10.1016/0167-7152(93)90002-ZMaRDI QIDQ1802428zbMATHOpenAlexFDO

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

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)

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Cites work

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• scientific article; zbMATH DE number 3073499 (Why is no real title available?)
• 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
• Weak convergence of randomly indexed sequences of random variables
• Weak convergence with random indices
• sequential estimation of the mean of a linear process

Cited in

(14)

• Limit Theorems for Sample Covariances of Stationary Linear Processes with Applications to Sequential Estimation
• Random central limit theorem for the linear process generated by a strong mixing process
• The law of the iterated logarithm for LNQD sequences
• scientific article; zbMATH DE number 3888608 (Why is no real title available?)
• A random functional central limit theorem for stationary linear processes generated by martingales
• The functional CLT for linear processes generated by mixing random variables with infinite variance
• Some limit theorems for linear processes generated by symmetrically exchangeable random variables
• A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent processes
• Asymptotic distribution with random indices for linear processes
• Central limit theorem for stationary linear processes generated by linearly negative quadrant-dependent sequence
• A central limit theorem for autoregressive integrated moving average processes
• A central limit theorem for stationary linear processes generated by associated process
• Random central limit theorems for linear processes with weakly dependent innovations
• An extension of central limit theorem for randomly indexed \(m\)-dependent random variables

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