CENTRAL LIMIT THEOREMS FOR SUPERLINEAR PROCESSES

Autor:	Dalibor Volný, Ou Zhao, Michael Woodroofe
Rok vydání:	2011
Předmět:	symbols.namesake Pure mathematics Stationary process Distribution function Modeling and Simulation Mathematical analysis Causal process Hilbert space symbols Countable set Dynamical system Mathematics Central limit theorem
Zdroj:	Stochastics and Dynamics. 11:71-80
ISSN:	1793-6799 0219-4937
DOI:	10.1142/s0219493711003164
Popis:	The Central Limit Theorem is studied for stationary sequences that are sums of countable collections of linear processes. Two sets of sufficient conditions are obtained. One restricts only the coefficients and is shown to be best possible among such conditions. The other involves an interplay between the coefficients and the distribution functions of the innovations and is shown to be necessary for the Conditional Central Limit Theorem in the case of a causal process with independent innovations.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::95a04af6c57261c4fd83e2d8da8e0faf https://doi.org/10.1142/s0219493711003164 Zobrazit plný text záznamu