Abstract
In this paper we study the CLT for partial sums of a generalized linear process $X_n = \sum_{i=1}^n a_{ni} \xi_i$, where $\sup_n \sum_{i=1}^n a_{ni}^2 < \infty, \max_{1 \leq i \leq n}are in turn, pairwise mixing martingale differences, mixing sequences or associated sequences. The results are important in analyzing the asymptotical properties of some estimators as well as of linear processes.
Citation
Magda Peligrad. Sergey Utev. "Central limit theorem for linear processes." Ann. Probab. 25 (1) 443 - 456, January 1997. https://doi.org/10.1214/aop/1024404295
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