A Central Limit Theorem for a Class of Dependent Random Variables

Cited in

(50)

Estimation of autoregressive models with epsilon-skew-normal innovations
Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces
The generalized Trotter operator and weak convergence of dependent random variables in different probability metrics
Approximating martingales and the central limit theorem for strictly stationary processes
Maximum likelihood estimation for Markov processes
M-estimates of autoregression with random coefficients
On quantitative bounds in the mean martingale central limit theorem
Moderate deviation principle for maximum likelihood estimator for Markov processes
On limit theorems for fields of martingale differences
On the central limit theorem and law of the iterated logarithm for stationary processes with applications to linear processes
Generalized threshold latent variable model
Interview with Anja Sattelmacher: between viewing and touching -- models and their materiality
On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
On the exactness of the Wu-Woodroofe approximation
An asymptotic expansion for probabilities of moderate deviations for multivariate martingales
Exact convergence rates in the central limit theorem for a class of martingales
Some examples and results in the theory of mixing and random-sum central limit theorems
Martingale approximations for continuous-time and discrete-time stationary Markov processes
On the martingale central limit theorem for strictly stationary sequences
Orthomartingale-coboundary decomposition for stationary random fields
CLT for stationary normal Markov chains via generalized coboundaries
Tercentennial anniversary of Bernoulli's law of large numbers
A central limit property under a modified Ehrenfest urn design
Limit theorems and inequalities via martingale methods
On non-ergodic versions of limit theorems
GLOBAL FLUCTUATIONS IN PHYSICAL SYSTEMS: A SUBTLE INTERPLAY BETWEEN SUM AND EXTREME VALUE STATISTICS
Martingale rates and weakly exchangeable arrays
On the functional central limit theorem and the law of the iterated logarithm for Markov processes
On the functional central limit theorem for martingales
A random functional central limit theorem for martingales
Moment inequalities for S n under general dependence restrictions, with applications
Moment inequalities for S n under general dependence restrictions, with applications
Asymptotic distribution of the log-likelihood function for stochastic processes
Limit theorems for von Mises statistics of a measure preserving transformation
Estimating function approach for CHARN models
Some properties of convergence in distribution of sums and maxima of dependent random variables
Least squares estimation of ARCH models with missing observations
On the central limit theorem for sums of dependent random variables
ON THE CENTRAL AND LOCAL LIMIT THEOREM FOR MARTINGALE DIFFERENCE SEQUENCES
Certain non-uniform rates of convergence to normality for martingale differences
Limit theorems for nonnegative-definite quadratic forms in certain dependent random variables
A central limit theorem for fields of martingale differences
An exponential inequality for orthomartingale difference random fields and some applications
Quadratic transportation cost in the conditional central limit theorem for dependent sequences
Uniqueness and statistical properties of the Gibbs state on general one-dimensional lattice systems with Markovian structure
Law of large numbers and central limit theorem for ergodic quantum processes
Ildar Abdullovich Ibragimov (on his ninetieth birthday)
Comparison between criteria leading to the weak invariance principle
A mean central limit theorem for weakly multiplicative systems and its application to lacunary trigonometric series
Central limit theorem for stationary linear processes

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