Some Limit Theorems for Linear Processes Generated by Symmetrically Exchangeable Random Variables

DOI10.1080/07362990903417888zbMath1181.60029OpenAlexW1989585328MaRDI QIDQ3405547

Zhang, Lixin, Ke Ang Fu

Publication date: 10 February 2010

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990903417888

zbMATH Keywords

complete convergencelinear processlaw of the iterated logarithmcentral limit theoremsymmetrically exchangeable random variable

Mathematics Subject Classification ID

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

Cites Work

• Large deviations for some weakly dependent random processes
• Complete convergence of moving average processes under dependence assumptions
• Asymptotics for linear processes
• A Maximal Inequality for Real Numbers with Application to Exchangeable Random Variables
• Almost Sure Convergence for Linear Processes Generated by Positively Dependent Processes

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