A general central limit theorem for strong mixing sequences

Abstract

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.

Keywords

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

Published in

Statistics and Probability Letters
2014, volume: 94, pages: 236-238

SLU Authors

• Ekström, Magnus

  • Umeå University

UKÄ Subject classification

Probability Theory and Statistics

Publication identifier

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

Permanent link to this page (URI)

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