On a multivariate central limit theorem for stationary bilinear processes

C. Villegas

Stochastic Processes and their Applications, 1976, vol. 4, issue 2, 121-133

Abstract: In 1957, Parzen proved a central limit theorem for a class of scalar processes which he called multilinear processes. In the present paper only stationary bilinear processes are considered, but the theory is generalized to the multivariate case.

Keywords: bilinear; process; central; limit; theorem; iterated; probability; limits; linear; and; bilinear; transformations (search for similar items in EconPapers)
Date: 1976
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