A CENTRAL LIMIT THEOREM FOR GENERAL WEIGHTED SUM OF LNQD RANDOM VARIABLES AND ITS APPLICATION

HYUN-CHULL KIM, TAE-SUNG KIM
2005 Communications of the Korean Mathematical Society  
In this paper we derive the central limit theorem for n i=1 aniξi, where {ani, 1 ≤ i ≤ n} is a triangular array of nonnegative numbers such that sup n n i=1 a 2 ni < ∞, max 1≤i≤n a ni → 0 as n → ∞ and ξ i s are a linearly negative quadrant dependent sequence. We also apply this result to consider a central limit theorem for a partial sum of a generalized linear process X n = ∞ j=−∞ a k+j ξ j .
doi:10.4134/ckms.2005.20.3.531 fatcat:hlxmgijnlfcuxlffjni42tt5gm