Limit theorems for linear processes generated by ρ-mixing sequence. Issue 17 (9th August 2021)

• Record Type: Journal Article
• Authors: Tang, Zhiqiang; Zhang, Yong
• Is Part Of: Communications in statistics. Volume 50:Issue 17(2021)
• Page Start: 4081
• Page End: 4095
• Publication Date: 2021-08-09
• Subjects: strictly stationary -- ρ-mixing sequence -- central limit theorem -- almost sure central limit theorem -- self-normalized -- linear processes; 60F15 -- 60F05; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2019.1710761
• Languages: English
• ISSNs: 0361-0926

Abstract

Abstract: Let { ξ i, i ∈ Z } be a strictly stationary ρ -mixing sequence of non degenerate random variables with zero means. In this paper, we study the central limit theorem and almost sure central limit theorem for self-normalized partial sums of linear processes generated by { ξ i, i ∈ Z } .