Abstract
For the linear process , where {a
i
; i ≥ 0} is an absolutely summable sequence of real numbers, and {ϵ
i
; − ∞ <i < ∞} is a doubly infinite sequence of symmetrically exchangeable random variables with zero means and finite variances, some limit theorems, including the central limit theorem, complete convergence and the law of iterated logarithm, are obtained for the partial sums of the linear processes.
Acknowledgments
Project supported by National Natural Science Foundation of China (Nos. 10771192 and 70871103, 10901138, and 70871103) and the Introduction Talent Foundation of Zhejiang Gongshang University (1020XJ200961).