Advances and Applications in Statistics
Volume 1, Issue 1, Pages 89 - 98
(April 2001)
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A CENTRAL LIMIT THEOREM FOR STATIONARY LINEAR PROCESSES GENERATED BY ASSOCIATED PROCESS
Tae-Sung Kim (Korea) and Dae-Hee Ryu (Korea)
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where
{et}
is a
strictly stationary sequence of associated random
variables with
Eet
= 0, E|et|2
< ¥
for some
s
> 2,
and
and
{aj}
is a
sequence of real numbers with