Asymptotic distribution with random indices for linear processes

Autor:	Yu Miao, Shuili Zhang, Qinghui Gao
Rok vydání:	2019
Předmět:	General Mathematics Asymptotic distribution Applied mathematics Mathematics
Zdroj:	Filomat. 33:3925-3935
ISSN:	2406-0933 0354-5180
DOI:	10.2298/fil1912925m
Popis:	In this paper, we consider the following linear process Xn = ?? i=-? Ci?n-i, n ? Z, and establish the central limit theorem of the randomly indexed partial sums Svn := X1 +... + Xvn, where {ci,i?Z} is a sequence of real numbers, {?n,n?Z} is a stationary m-dependent sequence and {vn;n?1} is a sequence of positive integer valued random variables. In addition, in order to show the main result, we prove the central limit theorems for randomly indexed m-dependent random variables, which improve some known results.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::0490bc7e41e4af34561bf6c72984e8b5 https://doi.org/10.2298/fil1912925m Zobrazit plný text záznamu