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초록· 키워드
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Let {수식} be a strictly stationary associated sequence of
H-valued random variables with [수식] and [수식] and {수식} a sequence of linear operators such that [수식]. For a linear process [수식] we derive that {Xk} fulfills the
functional central limit theorem.
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참고문헌 (12)
참고문헌 신청
C. M. Newman / 1980 / Normal fluctuations and the FKG inequalities / Comm. Math. Phys 74 : 119 ~ 128
C. M. Newman / 1981 / An invariance principle for certain dependent sequences / Ann. Probab 9 : 671 ~ 675
D. Bosq / 2000 / Linear Processes in Function Spaces, Lectures Notes in Statistics / Springer
D. Bosq / 2003 / Berry-Esseen inequality for linear processes in Hilbert spaces / Statist. Probab. Letters 63 : 243 ~ 247
J. T. Cox / 1984 / Central limit theorems for associated random variables and the percolation model / Ann. Probab 12 : 514 ~ 528
C. M. Newman / 1981 / An invariance principle for certain dependent sequences / Ann. Probab 9 : 671 ~ 675
D. Bosq / 2000 / Linear Processes in Function Spaces, Lectures Notes in Statistics / Springer
D. Bosq / 2003 / Berry-Esseen inequality for linear processes in Hilbert spaces / Statist. Probab. Letters 63 : 243 ~ 247
J. T. Cox / 1984 / Central limit theorems for associated random variables and the percolation model / Ann. Probab 12 : 514 ~ 528
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