Asymptotic expansions for sums of block-variables under weak dependence (Q2642750): Difference between revisions

Let \(\{X_i\}^{\infty}_{-\infty}\) be a sequence of random variables and \(Y_{in}= f_{in}(X_i, \dots,X_{i +k-1}), i \geq 1\) be zero mean block-variables of length \(k.\) The author obtains valid joint asymptotic expansions for the joint distributions of \((\sum_{i=1}^nX_i, \sum_{i=1}^nY_{in})\) under weak dependence conditions on the sequence \(\{X_i\}^{\infty}_{-\infty}\) when the block length level \(k\) grows to infinity. Some applications are discussed.