Central limit theorem for stationary linear processes

dc.creatorPeligrad, Magda
dc.creatorUtev, Sergey
dc.date2005-09-29
dc.date2006-09-25
dc.date.accessioned2026-07-07T06:43:09Z
dc.date.available2026-07-07T06:43:09Z
dc.descriptionWe 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.descriptionPublished 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.identifierhttps://arxiv.org/abs/math/0509682
dc.identifierhttp://arxiv.org/abs/math/0509682
dc.identifierAnnals of Probability 2006, Vol. 34, No. 4, 1608-1622
dc.identifierdoi:10.1214/009117906000000179
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/102304
dc.subjectProbability
dc.subject60F05, 60G10, 60G42, 60G48 (Primary)
dc.titleCentral limit theorem for stationary linear processes
dc.typetext

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