吉林大学学报(理学版)2012,Vol.50Issue(3):421-424,4.
由混合序列生成的线性过程加权和的极限定理
Limit Theorem for Weighted Sums of Linear Processes Generated by Mixing Sequences
摘要
Abstract
Let {X,,t≥1} be a linear process of the form X1 = ∞∑j=0 aJξ1-j, where {ξ1,,t ∈ Z} is a mixing sequence with zero mean{aj,j≥0} is a sequnce of real numbers with ∞∑j=0j|aj| < ∞ and {ani,1≤i≤n, n ≥1 } is a triangular array of real numbers, then under some suitable conditions, by means of the central limit theory and corresponding probability inequalities of mixing sequence, we have obtained the limit theorem for weighted sums of linear processes generated by mixing sequences.关键词
混合序列/线性过程/加权和/极限定理Key words
mixing sequences/ linear processes/ weighted sums/ limit theorem分类
数理科学引用本文复制引用
陆冬梅,杨金英..由混合序列生成的线性过程加权和的极限定理[J].吉林大学学报(理学版),2012,50(3):421-424,4.基金项目
内蒙古自治区自然科学基金(批准号:2009MS0106). (批准号:2009MS0106)