文献类型：期刊文献

英文题名：Central limit theorems for moving average processes(*)

作者：Miao, Yu[1];Ge, Li[2];Xu, Shoufang[3]

第一作者：Miao, Yu

通讯作者：Miao, Y[1]

机构：[1]Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan, Peoples R China;[2]Henan Inst Sci & Technol, Dept Math, Xinxiang 453003, Henan, Peoples R China;[3]Xinxiang Univ, Dept Math & Informat Sci, Xinxiang 453000, Henan, Peoples R China

第一机构：Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan, Peoples R China

通讯机构：[1]corresponding author), Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan, Peoples R China.

年份：2013

卷号：53

期号：1

起止页码：80-90

外文期刊名：LITHUANIAN MATHEMATICAL JOURNAL

收录：;Scopus(收录号：2-s2.0-84880698608);WOS:【SCI-EXPANDED(收录号:WOS:000317300400007)】；

基金：This work is supported by NSFC (11001077, 11171093), NCET (NCET-11-0945), the Henan Province Foundation and Frontier Technology Research Plan (112300410205), and the Plan for Scientific Innovation Talent of Henan Province (124100510014).

语种：英文

外文关键词：central limit theorem; moving average processes; associated sequence; martingale difference

摘要：Let be a stationary sequence of real random variables with E xi (0) = 0 and infinite variance. Furthermore, assume that is a sequence of real numbers and is a moving average processes driven by . By using a decomposition of the moving average processes, a central limit theorem for the partial sums is established. As applications, we obtain some central limit theorems for stationary dependent sequences , such as associated sequence, martingale difference, and so on.