Convergence of Weighted Linear Process for Ï -Mixing Random Variables

Guang-Hui Cai

Discrete Dynamics in Nature and Society, 2007, vol. 2007, 1-7

Abstract:

A central limit theorem and a functional central limit theorem are obtained for weighted linear process of Ï -mixing sequences for the X t = ∑ i = 0 ∞ a i Y t − i , where { Y i , 0 ≤ i < ∞ } is a sequence of Ï -mixing random variables with E Y i = 0 , 0 < E Y i 2 < ∞ , ∑ i = 1 ∞ Ï ( 2 i ) < ∞ . The results obtained generalize the results of Liang et al. (2004) to Ï -mixing sequences.

Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnddns:074634

DOI: 10.1155/2007/74634

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