Article ID Journal Published Year Pages File Type
1155146 Statistics & Probability Letters 2008 8 Pages PDF
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.

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Physical Sciences and Engineering Mathematics Statistics and Probability
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