Central Limit Theorems for dependent variables. I
From MaRDI portal
Publication:3897764
DOI10.1007/BF01025872zbMath0451.60027MaRDI QIDQ3897764
Publication date: 1981
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Related Items (47)
A new weak dependence condition and applications to moment inequalities ⋮ Invariance principles under weak dependence ⋮ Central limit theorems for dependent variables. II ⋮ Asymptotic Behavior of Solutions of Some Difference Equations Defined by Weakly Dependent Random Vectors ⋮ On dominations between measures of dependence ⋮ The invariance principle for associated processes ⋮ Basic structure of the asymptotic theory in dynamic nonlinear econometric models ⋮ Heteroscedasticity detection and estimation with quantile difference method ⋮ Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes ⋮ WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS ⋮ Moving-average representation of autoregressive approximations ⋮ A functional central limit theorem for negatively associated sequence ⋮ Frequency polygons for weakly dependent processes ⋮ A functional central limit theorem for strongly mixing sequences of random variables ⋮ A method for the derivation of limit theorems for sums of weakly dependent random variables:a survey ⋮ Capacity management under uncertainty with inter-process, intra-process and demand interdependencies in high-flexibility environments ⋮ An empirical central limit theorem with applications to copulas under weak dependence ⋮ Two-parameter process limits for infinite-server queues with dependent service times via chaining bounds ⋮ Change-point problems in nonlinear regression estimation with dependent observations ⋮ Limit theorems for 2D invasion percolation ⋮ Functional Limit Theorems for Shot Noise Processes with Weakly Dependent Noises ⋮ A vector-valued almost sure invariance principle for Sinai billiards with random scatterers ⋮ Semiparametric estimation in triangular system equations with nonstationarity ⋮ A bivariate CLT under rho-prime mixing ⋮ A class of asymptotically normal degenerate quasi \(U\)-statistics ⋮ Variable length Markov chains ⋮ Fixed design regression for time series: Asymptotic normality ⋮ Uncertainty quantification of stochastic simulation for black-box computer experiments ⋮ On the spectral density and asymptotic normality of weakly dependent random fields ⋮ On the rate of convergence of recursive kernel estimates of probability densities ⋮ Central limit theorem by moments ⋮ Testing Independence in Linear Process with Non-Normal Innovations ⋮ ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE ⋮ Fixed-design regression for linear time series ⋮ Normal approximation for quasi-associated random fields ⋮ On the stability of sequential Monte Carlo methods in high dimensions ⋮ A CENTRAL LIMIT THEOREM FOR MIXING TRIANGULAR ARRAYS OF VARIABLES WHOSE DEPENDENCE IS ALLOWED TO GROW WITH THE SAMPLE SIZE ⋮ Rank statistics for serial dependence ⋮ Decomposability of high-dimensional diversity measures: quasi-\(U\)-statistics, martingales and nonstandard asymptotics ⋮ Conditions for linear processes to be strong-mixing ⋮ The asymptotic behavior of the empirical process based on a linear process under some contiguous alternatives ⋮ Invariant measures for multidimensional fractional stochastic volatility models ⋮ Some mixing properties of time series models ⋮ Central limit theorem for functionals of a linear process ⋮ An empirical process central limit theorem for dependent non-identically distributed random variables ⋮ Multilinear forms and measures of dependence between random variables ⋮ The invariance principle for ϕ-mixing sequences
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Central limit theorems for dependent variables. II
- Convergence of empirical processes of mixing rv's on \([0,1\)]
- The asymptotic distribution theory of the empiric cdf for mixing stochastic processes
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- A CLASS OF STATIONARY PROCESSES AND A CENTRAL LIMIT THEOREM
- Some Limit Theorems for Random Functions. I
- On Strong Mixing Conditions for Stationary Gaussian Processes
- Conditions for linear processes to be strong-mixing
- Weak convergence to fractional brownian motion and to the rosenblatt process
- Functions of Vanishing Mean Oscillation
- A Note on the Central Limit Theorems for Dependent Random Variables
- Moment inequalities for S n under general dependence restrictions, with applications
- Probability inequalities for sums of absolutely regular processes and their applications
- A Note on $\varphi $-Mixing Random Fields
- On the Strong Mixing Property for Linear Sequences
- ON THE CONVERGENCE OF EMPIRICAL PROCESSES OF MIXING VARIABLES1
- Contributions to Central Limit Theory for Dependent Variables
- Central Limit Theorems for Sums of Dependent Vector Variables
- Regularly varying functions
This page was built for publication: Central Limit Theorems for dependent variables. I