Asymptotic distribution for products of sums of linear processes under dependence

DOI10.1080/03610926.2011.599011MaRDI QIDQ2859282zbMATH OpenOpenAlexFDO

Authors Yong Zhang, Xiao-Yun Yang

Publication date 7 November 2013

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2011.599011

zbMATH Keywords

asymptotic distributionproducts of sumslinear negative (positive) quadrant dependence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

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Cites work

• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent processes
• A note on asymptotic distribution of products of sums
• A note on the invariance principle of the product of sums of random variables
• ALMOST SURE CONVERGENCE FOR LINEAR PROCESS GENERATED BY ASYMPTOTICALLY LINEAR NEGATIVE QUADRANT DEPENDENCE PROCESSES
• Almost Sure Convergence for Linear Processes Generated by Positively Dependent Processes
• Analytic Inequalities
• Association of Random Variables, with Applications
• Asymptotic distribution for products of sums under dependence
• Asymptotics for linear processes
• Asymptotics for products of sums and \(U\)-statistics
• Change-point estimation of a mean shift in moving-average processes under dependence assump\-tions
• Limit distributions for products of sums.
• Limit theorems for functionals of moving averages
• Linear combinations of order statistics to estimate the quantiles of generalized Pareto and extreme values distributions
• Negative association of random variables, with applications
• THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS
• The asymptotic distribution of sums of records

Cited in

(11)

• Asymptotic distribution of products of weighted sums of dependent random variables
• Asymptotic normality for random sums of linear processes
• Some limit theorems for processes of product sums generated by non-stationary positively dependent random variables
• Asymptotic distribution with random indices for linear processes
• Asymptotic distribution for products of sums under dependence
• On Lin's condition for products of random variables with singular joint distribution
• A general law of precise asymptotics for products of sums under dependence
• Asymptotic distribution of products of partial sums under NSD sequences
• Transport between RGB images motivated by dynamic optimal transport
• Limit distribution for products of sums of partial sums of linear processes generated by NSD sequence
• A note on asymptotic distribution of products of weighted sums

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