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

MaRDI QIDQ1879151zbMATH OpenFDO

Authors Chuanrong Lu

Publication date 22 September 2004

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

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)

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(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
• scientific article; zbMATH DE number 2075218 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 5670730 (Why is no real title available?)

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