National Changhua University of Education Institutional Repository : Item 987654321/14067

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NCUEIR > College of Science > math > Periodical Articles > Item 987654321/14067

Please use this identifier to cite or link to this item: http://ir.ncue.edu.tw/ir/handle/987654321/14067

Title:	Asymptotic Normality for the Non-linear Functionals of Non-causal Linear Processes with Summable Weights
Authors:	Cheng, Tsung-Lin;Ho, Hwai-Chung
Contributors:	數學系
Keywords:	Central limit theorem;Non-causal stationary process;Nonlinear functional
Date:	2005-04
Issue Date:	2012-09-10T06:01:35Z
Publisher:	SpringerLink
Abstract:	Let Xn = ∞j =−∞ aj εn−j, n 1, be a non-causal linear process with weights aj ’s satisfying certain summability conditions, and the iid sequence of innovation {εi } having zero mean and finite second moment. For a large class of non-linear functional K which includes indicator functions and polynomials, the present paper develops the √N central limit theorem for the partial sums SN = N n=1 [K(Xn)−EK(Xn)] .
Relation:	Journal of Theoretical Probability, 18(2): 345-358
Appears in Collections:	[math] Periodical Articles

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