Central limit theorems for moving average processes

DOI10.1007/S10986-013-9195-7zbMATH Open1272.60010OpenAlexW2020167745MaRDI QIDQ2393659FDOQ2393659

Authors: Li Ge, Yu Miao, Shoufang Xu 

Publication date: 8 August 2013

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-013-9195-7

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• scientific article; zbMATH DE number 2042828

zbMATH Keywords

central limit theoremsmartingale differencemoving average processesassociated sequence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cites Work

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Cited In (9)

• Limit theorems for additive statistics based on moving average samples
• Asymptotic distribution with random indices for linear processes
• Title not available (Why is that?)
• Complete moment convergence of moving-average processes under END assumptions
• A central limit theorem for moving average process with negatively associated innovation
• A central limit theorem for autoregressive integrated moving average processes
• Central limit theorem for moving average processes generated by AANA random variable sequences
• The central limit theorem for the sum of random number of moving average processes of \(m\)-dependent \(B\)-valued elements
• Central limit theorems for partial sums of bounded functionals of infinite-variance moving averages

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