本文研究强混合序列加权和的中心极限定理,同时也给出强混合序列线性过程部分和的中心极限定理.作为应用,利用所得结果,证明固定设计回归模型中一类加权函数估计的渐近正态性.
In the present paper, we investigate a central limit theorem of weighted sum for a strong mixing sequence. Moreover, we point out a central limit theorem for the partial sum of a linear process with strong mixing sequence. As its application, we mainly establish the asymptotic normality of a weighted function estimator in a fixed design regression model.