LPQD列生成线性过程部分和的精确渐近性

设{ε_t;t∈Z^{+}是一严平稳零均值的LPQD随机变量序列, 并且02₁<∞, σ2, 0<σ2<∞, {a_j; j∈N }是一实数序列, 定义线性过程X_t. 利用弱收敛定理和矩不等式, 对一般的拟权函数和边界函数, 证明了{M_n}和{S_n}的精确渐近性.}

Precise Asymptotics for the Partial Sum of Linear Processes of LPQD Sequences

Let {ε_t;t∈Z^{+} be a strictly stationary sequence of LPQD random variables with mean zeros, let 02₁<∞,with 0<σ2<∞, {_j;; j∈N } is a sequence of real numbers satisfying. Define a linear process X_t. In this article, by means of the weak convergence theorems and moment inequalities, the precise asymptotics of {M_n} and {S_n}is proved for more general weighted functions and boundary functions.}