A general central limit theorem for strong mixing sequences

Sammanfattning

A central limit theorem for strong mixing sequences is given that applies to both non-stationary sequences and triangular array settings. The result improves on an earlier central limit theorem for this type of dependence given by Politis, Romano and Wolf in 1997. (C) 2014 Elsevier B.V. All rights reserved.

Nyckelord

Central limit theorem; Strong mixing; Non-stationary sequences; Triangular array; Weakly approaching sequences

Publicerad i

Statistics and Probability Letters
2014, volym: 94, sidor: 236-238

SLU författare

• Ekström, Magnus

  • Umeå Universitet

UKÄ forskningsämne

Sannolikhetsteori och statistik

Publikationens identifierare

• DOI: https://doi.org/10.1016/j.spl.2014.07.024

Permanent länk till denna sida (URI)

https://res.slu.se/id/publ/100469