Abstract
For a stationary multivariate linear process of the form Xt = 1 X j=0 AjZtij, where fZt : t = 0;§1;§2;¢¢¢g is a sequence of stationary linearly positive quadrant dependent m-dimensional random vectors with E(Zt) = O and EkZtk 2 < 1, we prove a
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