标题：Convergence of Weighted Linear Process for <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mi>ρ</mml:mi></mml:math>-Mixing Random Variables
摘要：A central limit theorem and a functional central limit theorem are obtained for weighted linear process of ρ-mixing sequences for the Xt=∑i=0∞aiYt−i, where {Yi,0≤i<∞} is a sequence of ρ-mixing random variables with EYi=0,0<EYi2<∞,∑i=1∞ρ(2i)<∞. The results obtained generalize the results of Liang et al. (2004) to
ρ-mixing sequences.
