Communications of the
Korean Mathematical Society
CKMS

ISSN(Print) 1225-1763 ISSN(Online) 2234-3024

Article

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Commun. Korean Math. Soc. 1995; 10(4): 963-974

Printed December 1, 1995

Copyright © The Korean Mathematical Society.

Central limit theorems for a vector processes of non-linear functions of gaussian sequences of vectors

Tae Il Jeon

Taejon University

Abstract

We formulate central limit theorems for non-linear functionals of stationary Gaussian vector processes with long-range dependence.

Keywords: central limit theorem, long-range dependence , diagram formula

MSC numbers: 60F05