A CENTRAL-LIMIT-THEOREM WITH RANDOM INDEXES FOR STATIONARY LINEAR-PROCESSES

被引：14

作者：

FAKHREZAKERI, I

FARSHIDI, J

机构：

[1] UNIV MARYLAND,DEPT MATH,COLL PK,MD 20742

[2] UNIV N CAROLINA,DEPT STAT,CHAPEL HILL,NC 27514

来源：

STATISTICS & PROBABILITY LETTERS | 1993年 / 17卷 / 02期

关键词：

CENTRAL LIMIT THEOREM; LINEAR PROCESS; RANDOM INDEXES; STATIONARY;

D O I：

10.1016/0167-7152(93)90002-Z

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 [统计学]; 070103 [概率论与数理统计]; 0714 [统计学];

摘要：

A central limit theorem with random indices is obtained for stationary linear process X(t)-mu=SIGMA(j=-infinity)(infinity)a(j)epsilon(t-j), where {epsilon(t)} is an i.i.d. collection of random variables with Eepsilon(t)=0, Eepsilon(t)2=sigma2 < infinity, and SIGMA(j=-infinity)infinity\a(j)\<infinity.

引用

页码：91 / 95

页数：5

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