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A central limit theorem for the linear process generated by associated random variables in a Hilbert space

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  • Kim, Tae-Sung
  • Ko, Mi-Hwa

Abstract

Let be a strictly stationary associated sequence of H-valued random variables with E[xi]k=0 and E||[xi]k||2

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  • Kim, Tae-Sung & Ko, Mi-Hwa, 2008. "A central limit theorem for the linear process generated by associated random variables in a Hilbert space," Statistics & Probability Letters, Elsevier, vol. 78(14), pages 2102-2109, October.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:14:p:2102-2109
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    References listed on IDEAS

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    1. Bosq, Denis, 2003. "Berry-Esséen inequality for linear processes in Hilbert spaces," Statistics & Probability Letters, Elsevier, vol. 63(3), pages 243-247, July.
    2. Burton, Robert M. & Dabrowski, AndréRobert & Dehling, Herold, 1986. "An invariance principle for weakly associated random vectors," Stochastic Processes and their Applications, Elsevier, vol. 23(2), pages 301-306, December.
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