The invariance principle for linear processes generated by a negatively associated sequence and its applications

zbMATH Open1061.60032MaRDI QIDQ1879151FDOQ1879151

Authors: Chuanrong Lu 

Publication date: 22 September 2004

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

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zbMATH Keywords

weak convergencelinear processnegatively associated sequence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Cited In (6)

• Invariance principles for semi-stationary sequence of linear processes and applications to ARMA process
• The functional CLT for linear processes generated by mixing random variables with infinite variance
• Title not available (Why is that?)
• The functional central limit theorem for linear processes with strong near-epoch dependent innovations
• The limit theorem for dependent random variables with applications to autoregression models
• Title not available (Why is that?)

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