Asymptotics for multivariate linear process with negatively associated random

DOI10.4310/MAA.2007.V14.N1.A5MaRDI QIDQ937367zbMATH OpenOpenAlexFDO

Authors Hyun-Chull Kim, Mi-Hwa Ko, Tae-Sung Kim

Publication date 14 August 2008

Published in Methods and Applications of Analysis (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.maa/1203000111

zbMATH Keywords

central limit theoremmultivariate linear processnegatively associated random vector

Mathematics Subject Classification ID

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

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(2)

• Asymptotics for multivariate moving average process with NA random vectors
• The central limit theorems for the multivariate linear processes generated by negatively associated random vectors

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