Random central limit theorems for linear processes with weakly dependent innovations

Eunju Hwang, Dong Wan Shin

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6 Scopus citations


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 languageEnglish
Pages (from-to)313-322
Number of pages10
JournalJournal of the Korean Statistical Society
Issue number3
StatePublished - Sep 2012


  • Linear process
  • Random central limit theorem
  • Sample covariance
  • Weak dependence


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