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...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2007-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2007/74634 |