On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient (Q1194593): Difference between revisions

A central limit theorem for a strictly stationary sequence of random variables satisfying a so-called decomposed strong mixing condition [cf. \textit{R. C. Bradley} and the author, ibid. 22, 271-289 (1986; Zbl 0609.60048)] is given. The conditions imposed on the mixing coefficients are less restrictive than in former papers. The proof of the main result bases on an invariance principle for mixing sequences [the author, Dependence in probability and statistics, Conf. Oberwolfach 1985, Prog. Probab. Stat. 11, 193-223 (1986; Zbl 0603.60022)] and some maximal inequalities. The author discusses an interesting example. She considers \textit{J. W. Tukey's} ``3 \(R\) running median'' smoothing algorithm [Exploratory data analysis (1977; Zbl 0409.62003)] applied to a strictly stationary \(\rho\)-mixing sequence and derives a central limit theorem for this statistical smoothing procedure.