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Limit distribution for products of sums of partial sums of linear processes generated by NSD sequence

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  • Zhiqiang Tang
  • Yong Zhang
  • Wei Liu

Abstract

Let {ξi, i∈Z} be a negatively superadditive dependent (NSD) sequence of positive random variables. In this paper, under suitable conditions, we obtain the limit distribution for products of sums of partial sums of linear processes generated by {ξi, i∈Z}.

Suggested Citation

  • Zhiqiang Tang & Yong Zhang & Wei Liu, 2024. "Limit distribution for products of sums of partial sums of linear processes generated by NSD sequence," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 53(4), pages 1535-1545, February.
    • Handle: RePEc:taf:lstaxx:v:53:y:2024:i:4:p:1535-1545
    DOI: 10.1080/03610926.2022.2104874
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