A central limit theorem with random indices for stationary linear processes

A central limit theorem with random indices is obtained for stationary linear process Xt - [mu] [Sigma][infinity]j = -[infinity]aj[epsilon]t - j, where {\Get} is an i.i.d. collection of random variables with E[sigma]t = 0, E[epsilon]2t = [sigma]2 < [infinity], and [Sigma][infinity]j = -[infinity]aj < [infinity].

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Year of publication:	1993
Authors:	Fakhre-Zakeri, Issa ; Farshidi, Jamshid
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 17.1993, 2, p. 91-95
Publisher:	Elsevier
Keywords:	Central limit theorem linear process random indices stationary

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

Persistent link: https://www.econbiz.de/10005223201