Central limit theorem for stationary linear processes
| dc.creator | Peligrad, Magda | |
| dc.creator | Utev, Sergey | |
| dc.date | 2005-09-29 | |
| dc.date | 2006-09-25 | |
| dc.date.accessioned | 2026-07-07T06:43:09Z | |
| dc.date.available | 2026-07-07T06:43:09Z | |
| dc.description | We establish the central limit theorem for linear processes with dependent innovations including martingales and mixingale type of assumptions as defined in McLeish [Ann. Probab. 5 (1977) 616--621] and motivated by Gordin [Soviet Math. Dokl. 10 (1969) 1174--1176]. In doing so we shall preserve the generality of the coefficients, including the long range dependence case, and we shall express the variance of partial sums in a form easy to apply. Ergodicity is not required. | |
| dc.description | Published at http://dx.doi.org/10.1214/009117906000000179 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/math/0509682 | |
| dc.identifier | http://arxiv.org/abs/math/0509682 | |
| dc.identifier | Annals of Probability 2006, Vol. 34, No. 4, 1608-1622 | |
| dc.identifier | doi:10.1214/009117906000000179 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/102304 | |
| dc.subject | Probability | |
| dc.subject | 60F05, 60G10, 60G42, 60G48 (Primary) | |
| dc.title | Central limit theorem for stationary linear processes | |
| dc.type | text |