A central limit theorem with random indices for stationary linear processes

Issa Fakhre-Zakeri and Jamshid Farshidi

Statistics & Probability Letters, 1993, vol. 17, issue 2, 91-95

Abstract: A central limit theorem with random indices is obtained for stationary linear process Xt - [mu] [Sigma][infinity]j = -[infinity]aj[epsilon]t - j, where {\Get} is an i.i.d. collection of random variables with E[sigma]t = 0, E[epsilon]2t = [sigma]2

Keywords: Central; limit; theorem; linear; process; random; indices; stationary (search for similar items in EconPapers)
Date: 1993
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