Abstract:

Let {Xt,t≥1} be a linear process of the form Xt=∑〖DD(〗∞〖〗j=0〖DD)〗ajξt-j, where {ξt,t∈ Z} is a mixing sequence with zero means, {aj, j≥0} is a sequnce of real numbers with ∑〖DD(〗∞〖〗j=0〖DD)〗j〖JB(|〗aj〖JB)|〗<∞ and {ani,1≤i≤n,n≥1} is a triangular array of real numbers, then under some suitable conditions, by means of the central limit theory and corresponding probability inequalities of mixing sequence, we have obtained the limit theorem for weighted sums of linear processes generated by mixing sequences.

Key words: mixing sequences, linear processes, weighted sums, limit theorem