The Central Limit Theorems for the Multivariate Linear Processes Generated by Negatively Associated Random Vectors

Kim, Tae-Sung; Kim, Tae-Sung; Ko, Mi-Hwa; Ko, Mi-Hwa; Ro, Hyeong-Hee; Ro, Hyeong-Hee

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P-ISSN3059-0604
E-ISSN3059-1309
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Vol.11 No.2

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The Central Limit Theorems for the Multivariate Linear Processes Generated by Negatively Associated Random Vectors

Journal of the Korean Society of Mathematical Education Series B: Theoretical Mathematics and Pedagogical Mathematics / Journal of the Korean Society of Mathematical Education Series B: Theoretical Mathematics and Pedagogical Mathematics, (P)3059-0604; (E)3059-1309

2004, v.11 no.2, pp.139-147

Kim, Tae-Sung
Ko, Mi-Hwa
Ro, Hyeong-Hee

Kim,, T. , Ko,, M. , & Ro,, H. (2004). The Central Limit Theorems for the Multivariate Linear Processes Generated by Negatively Associated Random Vectors, 11(2), 139-147.

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Abstract

Let {<$\mathds{X}_t$} be an m-dimensional linear process of the form $\mathbb{X}_t\;=\sumA,\mathbb{Z}_{t-j}$ where {$\mathbb{Z}_t$} is a sequence of stationary m-dimensional negatively associated random vectors with $\mathbb{EZ}_t$ = $\mathbb{O}$ and $\mathbb{E}\parallel\mathbb{Z}_t\parallel^2$ < $\infty$. In this paper we prove the central limit theorems for multivariate linear processes generated by negatively associated random vectors.

keywords: negatively associated random vector, multivariate linear process, central limit theorem

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Article Contents

Vol.11 No.2

The Central Limit Theorems for the Multivariate Linear Processes Generated by Negatively Associated Random Vectors

Abstract

Journal of the Korean Society of Mathematical Education Series B: Theoretical Mathematics and Pedagogical Mathematics