Convergence of Weighted Linear Process for ρ-Mixing Random Variables
A central limit theorem and a functional central limit theorem are obtained for weighted linear process of ρ-mixing sequences for the Xt=∑i=0∞aiYt−i, where {Yi, 0≤i<∞} is a sequence of ρ-mixing random variables with EYi=0, 0<EYi2<∞, ∑i=1∞ρ(2i)<∞. The results obtained generalize the res...
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2007-01-01
|
| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2007/74634 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1850178786369208320 |
|---|---|
| author | Guang-Hui Cai |
| author_facet | Guang-Hui Cai |
| author_sort | Guang-Hui Cai |
| collection | DOAJ |
| description | A central limit theorem and a functional central limit theorem are obtained for weighted linear process of ρ-mixing sequences for the Xt=∑i=0∞aiYt−i, where {Yi,
0≤i<∞} is a sequence of ρ-mixing random variables with EYi=0,
0<EYi2<∞,
∑i=1∞ρ(2i)<∞. The results obtained generalize the results of Liang et al. (2004) to
ρ-mixing sequences. |
| format | Article |
| id | doaj-art-c5650a565d78461281864c1fc2cef621 |
| institution | OA Journals |
| issn | 1026-0226 1607-887X |
| language | English |
| publishDate | 2007-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Discrete Dynamics in Nature and Society |
| spelling | doaj-art-c5650a565d78461281864c1fc2cef6212025-08-20T02:18:39ZengWileyDiscrete Dynamics in Nature and Society1026-02261607-887X2007-01-01200710.1155/2007/7463474634Convergence of Weighted Linear Process for ρ-Mixing Random VariablesGuang-Hui Cai0Department of Mathematics and Statistics, Zhejiang Gongshang University, Hangzhou 310035, ChinaA central limit theorem and a functional central limit theorem are obtained for weighted linear process of ρ-mixing sequences for the Xt=∑i=0∞aiYt−i, where {Yi, 0≤i<∞} is a sequence of ρ-mixing random variables with EYi=0, 0<EYi2<∞, ∑i=1∞ρ(2i)<∞. The results obtained generalize the results of Liang et al. (2004) to ρ-mixing sequences.http://dx.doi.org/10.1155/2007/74634 |
| spellingShingle | Guang-Hui Cai Convergence of Weighted Linear Process for ρ-Mixing Random Variables Discrete Dynamics in Nature and Society |
| title | Convergence of Weighted Linear Process for ρ-Mixing Random Variables |
| title_full | Convergence of Weighted Linear Process for ρ-Mixing Random Variables |
| title_fullStr | Convergence of Weighted Linear Process for ρ-Mixing Random Variables |
| title_full_unstemmed | Convergence of Weighted Linear Process for ρ-Mixing Random Variables |
| title_short | Convergence of Weighted Linear Process for ρ-Mixing Random Variables |
| title_sort | convergence of weighted linear process for ρ mixing random variables |
| url | http://dx.doi.org/10.1155/2007/74634 |
| work_keys_str_mv | AT guanghuicai convergenceofweightedlinearprocessforrmixingrandomvariables |