A central limit theorem for the linear process generated by associated random variables in a Hilbert space

DOI10.1016/J.SPL.2008.01.079MaRDI QIDQ730716zbMATH OpenOpenAlexFDO

Authors Tae-Sung Kim, Mi-Hwa Ko

Publication date 30 September 2009

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2008.01.079

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)

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• A CENTRAL LIMIT THEOREM FOR THE STATIONARY MULTIVARIATE LINEAR PROCESS GENERATED BY ASSOCIATED RANDOM VICTORS
• An invariance principle for certain dependent sequences
• An invariance principle for weakly associated random vectors
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• Central limit theorems for associated random variables and the percolation model
• Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes
• Normal fluctuations and the FKG inequalities
• ON A FUNCTIONAL CENTRAL LIMIT THEOREM FOR STATIONARY LINEAR PROCESSES GENERATED BY ASSOCIATED PROCESSES
• Sharp conditions for the CLT of linear processes in a Hilbert space

Cited in

(10)

• Berry-Esseen's central limit theorem for non-causal linear processes in Hilbert space
• Weak convergence for the covariance operators of a Hilbertian linear process.
• scientific article; zbMATH DE number 7295170 (Why is no real title available?)
• Precise asymptotics for the linear processes generated by associated random variables in Hilbert spaces
• STRONG LAWS OF LARGE NUMBERS FOR LINEAR PROCESSES GENERATED BY ASSOCIATED RANDOM VARIABLES IN A HILBERT SPACE
• Central limit theorem for linear processes with values in Hilbert space
• A central limit theorem for stationary linear processes generated by associated process
• ON A FUNCTIONAL CENTRAL LIMIT THEOREM FOR STATIONARY LINEAR PROCESSES GENERATED BY ASSOCIATED PROCESSES
• The conditional central limit theorem in Hilbert spaces.
• ON A FUNCTIONAL CENTRAL LIMIT THEOREM FOR THE LINEAR PROCESS GENERATED BY ASSOCIATED RANDOM VARIABLES IN A HILBERT SPACE

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