A central limit theorem for the linear process generated by associated random variables in a Hilbert space

Let be a strictly stationary associated sequence of H-valued random variables with E[xi]k=0 and E||[xi]k||2<[infinity] and a sequence of linear operators such that . For a linear process we derive that satisfies the central limit theorem.

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Year of publication:	2008
Authors:	Kim, Tae-Sung ; Ko, Mi-Hwa
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 14, p. 2102-2109
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005319486