Dependent Lindeberg central limit theorem and some applications

DOI10.1051/ps:2007053zbMath1187.60013arXivmath/0701872OpenAlexW2102359815MaRDI QIDQ5190280

Nicolas Ragache, Paul Doukhan, Gabriel Lang, Jean-Marc Bardet

Publication date: 15 March 2010

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0701872

zbMATH Keywords

central limit theoremkernel density estimationweak dependencesubsamplingLindeberg method

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Nonparametric statistical resampling methods (62G09)

Related Items (17)

Bahadur representations of M-estimators and their applications in general linear models ⋮ Recursive estimation for stochastic damping hamiltonian systems ⋮ Subsampling inference for the mean of heavy-tailed long-memory time series ⋮ A Dynamic Taylor’s law ⋮ Dependent Lindeberg central limit theorem for the fidis of empirical processes of cluster functionals ⋮ Asymptotic normality of high level-large time crossings of a Gaussian process ⋮ Weak dependence of point processes and application to second-order statistics^† ⋮ Maximal Inequalities for Dependent Random Variables ⋮ Kernel conditional density and mode estimation for psi-weakly dependent observations ⋮ Unnamed Item ⋮ Distribution theory for the Studentized mean for long, short, and negative memory time series ⋮ Subsampling inference for the autocovariances and autocorrelations of long‐memory heavy‐ tailed linear time series ⋮ Lindeberg's method for moderate deviations and random summation ⋮ Some random paths with angle constraints ⋮ Nonparametric spatial regression under near-epoch dependence ⋮ Central limit theorem for sampled sums of dependent random variables ⋮ Data driven smooth test of comparison for dependent sequences

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations
• Mixing: Properties and examples
• A new weak dependence condition and applications to moment inequalities
• ARCH-type bilinear models with double long memory.
• Rates in the CLT for sums of dependent multiindexed random vectors
• Rates in the empirical central limit theorem for stationary weakly dependent random fields.
• A triangular central limit theorem under a new weak dependence condition
• Strong invariance principle for dependent multi-indexed random variables
• About the Lindeberg method for strongly mixing sequences
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• Non-strong mixing autoregressive processes
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Weak dependence for infinite ARCH-type bilinear models

This page was built for publication: Dependent Lindeberg central limit theorem and some applications