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자연과학대학
통계학전공
Journal papers
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Random central limit theorems for linear processes with weakly dependent innovations
Title
Random central limit theorems for linear processes with weakly dependent innovations
Authors
Hwang E.
;
Shin D.W.
Ewha Authors
신동완
;
황은주
SCOPUS Author ID
신동완
; 황은주
Issue Date
2012
Journal Title
Journal of the Korean Statistical Society
ISSN
1226-3192
Citation
Journal of the Korean Statistical Society vol. 41, no. 3, pp. 313 - 322
Indexed
SCIE; SCOPUS; KCI
Document Type
Article
Abstract
Random central limit theorems (CLTs) are established for a linear process driven by a strictly stationary ψ-weakly dependent process as well as for the ψ-weakly dependent process itself, whose dependence structure was introduced by Doukhan and Louhichi [Doukhan, P., & Louhichi, S. (1999). A new weak dependence condition and applications to moment inequalities. Stochastic Processes and their Applications, 30 84, 313-342] to generalize mixings and other dependence. Random CLTs are established for partial sums and sample autocovariances of the ψ-weakly dependent process and the linear process under absolute summability. © 2011 The Korean Statistical Society.
DOI
10.1016/j.jkss.2011.10.004
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