| 加权和线性过程的渐近正态性 |
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| 引用本文： | 蔡光辉,应雪海,徐君. 加权和线性过程的渐近正态性[J]. 数学进展, 2020, 0(1): 95-100 |
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| 作者姓名： | 蔡光辉 应雪海 徐君 |
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| 作者单位： | 浙江工商大学统计与数学学院 |
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| 基金项目： | Supported by NSFC(No.11101364);Natural Science Foundation of Zhejiang Province(No.LY17A010003);Zhejiang First-class Discipline A(Statistics of Zhejiang Gongshang University)。 |
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| 摘 要： | 本文建立了α-混合序列情形的加权和平稳线性过程的渐近正态性.获得的结论基于最少的权条件.所得结论将Abadir等[Econometric Theory,2014,30(1):252-284]中的结论推广至α-混合序列情形.
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| 关 键 词： | 加权和 线性过程 中心极限定理 Α-混合 |
Asymptotic Normality for Weighted Sums of Linear Processes |
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| CAI Guanghui,YING Xuehai,XU Jun. Asymptotic Normality for Weighted Sums of Linear Processes[J]. Advances in Mathematics(China), 2020, 0(1): 95-100 |
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| Authors: | CAI Guanghui YING Xuehai XU Jun |
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| Affiliation: | (College of Statistics and Mathematics,Zhejiang Gongshang University,Hangzhou,Zhejiang,310018,P.R.China) |
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| Abstract: | We establish asymptotic normality of weighted sums of stationary linear processes when the innovations in the linear process areα-mixing sequences.The results are obtained under minimal conditions on the weights.The results obtained generalize the results of Abadir et al.[Econometric Theory,2014,30(1):252-284]toα-mixing sequences. |
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| Keywords: | weighted sums linear process central limit theorem α-mixing |
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