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

한국수학교육학회지시리즈B:순수및응용수학 / Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics, (P)1226-0657; (E)2287-6081

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

Kim, Tae-Sung (Divsion of Mathematics and Informational Statistics and Institute of Basic Natural Science, Wonkwang University)
Ko, Mi-Hwa (Statistical research Center for Complex System, Seoul National University)
Ro, Hyeong-Hee (Department of InformationalStatistics, Wonkwang University)

Kim, Tae-Sung, Ko, Mi-Hwa, & Ro, Hyeong-Hee. (2004). THE CENTRAL LIMIT THEOREMS FOR THE MULTIVARIATE LINEAR PROCESSES GENERATED BY NEGATIVELY ASSOCIATED RANDOM VECTORS. 한국수학교육학회지시리즈B:순수및응용수학, 11(2), 139-147.

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Abstract

Let {<<TEX>$\mathds{X}_t$</TEX>} be an m-dimensional linear process of the form <TEX>$\mathbb{X}_t\;=\sumA,\mathbb{Z}_{t-j}$</TEX> where {<TEX>$\mathbb{Z}_t$</TEX>} is a sequence of stationary m-dimensional negatively associated random vectors with <TEX>$\mathbb{EZ}_t$</TEX> = <TEX>$\mathbb{O}$</TEX> and <TEX>$\mathbb{E}\parallel\mathbb{Z}_t\parallel^2$</TEX> < <TEX>$\infty$</TEX>. 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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논문 상세

Vol.11 No.2

THE CENTRAL LIMIT THEOREMS FOR THE MULTIVARIATE LINEAR PROCESSES GENERATED BY NEGATIVELY ASSOCIATED RANDOM VECTORS

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

Abstract

한국수학교육학회지시리즈B:순수및응용수학