Convergence of weighted linear process for \(\rho \)-mixing random variables

DOI10.1155/2007/74634zbMath1183.60009OpenAlexW1975474351MaRDI QIDQ2478375

Guang-Hui Cai

Publication date: 28 March 2008

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/116982

zbMATH Keywords

functional central limit theoremcentral limit theoremweighted linear process of \(\rho\)-mixing sequences

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cites Work

• Unnamed Item
• Asymptotics for linear processes
• Limit theorems for functionals of moving averages
• Linear combinations of order statistics to estimate the quantiles of generalized Pareto and extreme values distributions
• Maximal inequalities for partial sums of \(\rho\)-mixing sequences
• CONVERGENCE OF WEIGHTED SUMS FOR DEPENDENT RANDOM VARIABLES
• Time Series Regression with a Unit Root
• THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS
• A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent processes

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