## The Annals of Probability

### Central limit theorem for linear processes

#### 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.

#### Article information

Source
Ann. Probab., Volume 25, Number 1 (1997), 443-456.

Dates
First available in Project Euclid: 18 June 2002

https://projecteuclid.org/euclid.aop/1024404295

Digital Object Identifier
doi:10.1214/aop/1024404295

Mathematical Reviews number (MathSciNet)
MR1428516

Zentralblatt MATH identifier
0876.60013

#### Citation

Peligrad, Magda; Utev, Sergey. Central limit theorem for linear processes. Ann. Probab. 25 (1997), no. 1, 443--456. doi:10.1214/aop/1024404295. https://projecteuclid.org/euclid.aop/1024404295

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