Asymptotic distribution for products of sums of linear processes under dependence

DOI10.1080/03610926.2011.599011zbMATH Open1283.60042OpenAlexW2063307715MaRDI QIDQ2859282FDOQ2859282

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

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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)

Cites Work

• Asymptotics for linear processes
• Analytic Inequalities
• Limit theorems for functionals of moving averages
• Title not available (Why is that?)
• Association of Random Variables, with Applications
• Negative association of random variables, with applications
• Limit distributions for products of sums.
• A note on asymptotic distribution of products of sums
• A note on the invariance principle of the product of sums of random variables
• The asymptotic distribution of sums of records
• Asymptotics for products of sums and \(U\)-statistics
• A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent processes
• Change-point estimation of a mean shift in moving-average processes under dependence assump\-tions
• THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS
• ALMOST SURE CONVERGENCE FOR LINEAR PROCESS GENERATED BY ASYMPTOTICALLY LINEAR NEGATIVE QUADRANT DEPENDENCE PROCESSES
• Asymptotic distribution for products of sums under dependence
• Linear combinations of order statistics to estimate the quantiles of generalized Pareto and extreme values distributions
• Almost Sure Convergence for Linear Processes Generated by Positively Dependent Processes

Cited In (11)

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

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