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数学进展 - 2020, Vol. 49(1): 95-100
研究论文
加权和线性过程的渐近正态性
Asymptotic Normality for Weighted Sums of Linear Processes

蔡光辉, 应雪海, 徐君
CAI Guanghui, YING Xuehai, XU Jun*

浙江工商大学统计与数学学院, 杭州, 浙江, 310018
College of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou, Zhejiang, 310018, P. R. China

收稿日期: 2018-10-22
出版日期: 2020-03-25
2020, Vol. 49(1): 95-100
DOI: 10.11845/sxjz.2018089b


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摘要 本文建立了$\alpha$-混合序列情形的加权和平稳线性过程的渐近正态性. 获得的结论基于最少的权条件. 所得结论将Abadir等[ Econometric Theory, 2014, 30(1): 252-284]中的结论推广至$\alpha$-混合序列情形. Abstract: We establish asymptotic normality of weighted sums of stationary linear processes when the innovations in the linear process are $\alpha$-mixing sequences. The results are obtained under minimal conditions on the weights. The results obtained generalize the results of Abadir et al. [ Econometric Theory, 2014, 30(1): 252-284] to $\alpha$-mixing sequences.
关键词 加权和线性过程中心极限定理$\alpha$- 混合    
Key wordsweighted sums    linear process    central limit theorem    $\alpha$-mixing
PACS:  O211.4  
通讯作者: E-mail: *Corresponding author: 285716752@qq.com   
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