Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155146 | Statistics & Probability Letters | 2008 | 8 Pages |
Abstract
Let {ξk,k∈Z}{ξk,k∈Z} be a strictly stationary associated sequence of HH-valued random variables with Eξk=0Eξk=0 and E‖ξk‖2<∞E‖ξk‖2<∞ and {ak,k∈Z}{ak,k∈Z} a sequence of linear operators such that ∑j=0∞‖aj‖L(H)<∞. For a linear process Xk=∑j=0∞ajξk−j we derive that ∑i=1nXi/n satisfies the central limit theorem.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Tae-Sung Kim, Mi-Hwa Ko,