Article ID Journal Published Year Pages File Type
1155145 Statistics & Probability Letters 2008 7 Pages PDF
Abstract

In this paper we study the central limit theorem and the functional central limit theorem for a linear process generated by stationary ρρ-mixing of random variables under the infinite variance assumption.

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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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The functional CLT for linear processes generated by mixing random variables with infinite variance
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