FUNCTIONAL CENTRAL LIMIT THEOREMS FOR MULTIVARIATE LINEAR PROCESSES GENERATED BY DEPENDENT RANDOM VECTORS

DOI10.4134/CKMS.2006.21.4.779zbMATH Open1165.60314OpenAlexW2103297815MaRDI QIDQ3628342FDOQ3628342

Authors: Mi-Hwa Ko 

Publication date: 20 May 2009

Published in: Communications of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4134/ckms.2006.21.4.779

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zbMATH Keywords

functional central limit theoremmoving average processlinear processnegatively associatedmartingale difference

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Cited In (8)

• A functional central limit theorem for the multivariate linear process generated by associated random vectors
• Title not available (Why is that?)
• On functional limit theorems for multivariate linear processes with applications to sequential estimation
• A CENTRAL LIMIT THEOREM FOR THE STATIONARY MULTIVARIATE LINEAR PROCESS GENERATED BY ASSOCIATED RANDOM VICTORS
• A functional central limit theorem for multivariate linear process with positively dependent random vectors
• Title not available (Why is that?)
• Some remarks on the central limit theorem for functionals of linear processes under short-range dependence
• Dependent Lindeberg central limit theorem for the fidis of empirical processes of cluster functionals

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