A CENTRAL LIMIT THEOREM FOR LINEAR PROCESSES UNDER LINEAR NEGATIVELY QUADRANT DEPENDENCE

Abstract

In this paper we establish a central limit theorem for i=1 an,iXi, where {an,i, n ∈ N, 1 ≤ i ≤ n} weighted sums of Yn = is an array of nonnegative numbers such that supn≥1 n,i < ∞, max1≤i≤n an,i → 0 and {Xi, i ∈ N } is a sequence of linear negatively quadrant dependent random variables with EXi = 0 and EX 2 i < ∞. Using this result we will obtain a central limit theorem for partial sums of linear processes.

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