Functional central limit theorem for stationary linear processes generated by asymptotically linearly negatively quadrant dependent process(由渐近线性坐标负相依产生的平稳线性过程的泛函中心极限定理)
对平稳线性过程进行讨论,其中{εt;t∈Z+}为平稳的渐近线性坐标负相依(ALNQD)随机变量序列,满足Eεt=0,,以及对某个δ>0有成立,且常数aj满足,得到了一个泛函中心极限定理.
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Format: | Article |
Language: | zho |
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Zhejiang University Press
2003-09-01
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Series: | Zhejiang Daxue xuebao. Lixue ban |
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Online Access: | https://doi.org/zjup/1008-9497.2003.30.5.495-498 |