Limit theorems for linear processes generated by ρ-mixing sequence

Zhiqiang Tang and Yong Zhang

Communications in Statistics - Theory and Methods, 2021, vol. 50, issue 17, 4081-4095

Abstract: Let {ξi, i∈Z} be a strictly stationary ρ-mixing sequence of non degenerate random variables with zero means. In this paper, we study the central limit theorem and almost sure central limit theorem for self-normalized partial sums of linear processes generated by {ξi, i∈Z}.

Date: 2021
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DOI: 10.1080/03610926.2019.1710761

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