Limit distribution for products of sums of partial sums of linear processes generated by NSD sequence
Zhiqiang Tang,
Yong Zhang and
Wei Liu
Communications in Statistics - Theory and Methods, 2024, vol. 53, issue 4, 1535-1545
Abstract:
Let {ξi, i∈Z} be a negatively superadditive dependent (NSD) sequence of positive random variables. In this paper, under suitable conditions, we obtain the limit distribution for products of sums of partial sums of linear processes generated by {ξi, i∈Z}.
Date: 2024
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DOI: 10.1080/03610926.2022.2104874
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