Abstract
Random central limit theorems (CLTs) are established for a linear process driven by a strictly stationary ψ-weakly dependent process as well as for the ψ-weakly dependent process itself, whose dependence structure was introduced by Doukhan and Louhichi [Doukhan, P., & Louhichi, S. (1999). A new weak dependence condition and applications to moment inequalities. Stochastic Processes and their Applications, 30 84, 313-342] to generalize mixings and other dependence. Random CLTs are established for partial sums and sample autocovariances of the ψ-weakly dependent process and the linear process under absolute summability.
Original language | English |
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Pages (from-to) | 313-322 |
Number of pages | 10 |
Journal | Journal of the Korean Statistical Society |
Volume | 41 |
Issue number | 3 |
DOIs | |
State | Published - Sep 2012 |
Keywords
- Linear process
- Random central limit theorem
- Sample covariance
- Weak dependence