A central limit theorem for the linear process generated by associated random variables in a Hilbert space
DOI10.1016/J.SPL.2008.01.079zbMATH Open1283.60038OpenAlexW2034636081MaRDI QIDQ730716FDOQ730716
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
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Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)
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- Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes
- Central limit theorems for associated random variables and the percolation model
- ON A FUNCTIONAL CENTRAL LIMIT THEOREM FOR STATIONARY LINEAR PROCESSES GENERATED BY ASSOCIATED PROCESSES
- A CENTRAL LIMIT THEOREM FOR THE STATIONARY MULTIVARIATE LINEAR PROCESS GENERATED BY ASSOCIATED RANDOM VICTORS
Cited In (10)
- ON A FUNCTIONAL CENTRAL LIMIT THEOREM FOR STATIONARY LINEAR PROCESSES GENERATED BY ASSOCIATED PROCESSES
- A central limit theorem for stationary linear processes generated by associated process
- Berry-Esseen's central limit theorem for non-causal linear processes in Hilbert space
- Title not available (Why is that?)
- ON A FUNCTIONAL CENTRAL LIMIT THEOREM FOR THE LINEAR PROCESS GENERATED BY ASSOCIATED RANDOM VARIABLES IN A HILBERT SPACE
- Central limit theorem for linear processes with values in Hilbert space
- Weak convergence for the covariance operators of a Hilbertian linear process.
- 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
- The conditional central limit theorem in Hilbert spaces.
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