A Note on the Central Limit Theorems for Dependent Random Variables

Cited in

(64)

Laws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processes
Asymptotic normal distribution of multidimensional statistics of dependent random variables
Asymptotic normality of some kernel-type estimators of probability density
Asymptotic normality of spectral estimates
Multilinear forms and measures of dependence between random variables
Invariance principles under weak dependence
Invariance principles under a two-part mixing assumption
Central limit theorems under weak dependence
Asymptotic memoryless detection of random signals in dependent noise
On the spectral density and asymptotic normality of weakly dependent random fields
On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient
\(\alpha\)-stable limit theorems for sums of dependent random vectors
Simulation of queueing processes based on weak regeneration
Weak regenerative structure of an open Jackson queueing network
On the simultaneous behavior of the dependence coefficients associated with three mixing conditions
Limit theorems for mixing sequences without rate assumptions
Bootstrapping the sample means for stationary mixing sequences
Self-normalized central limit theorem for sums of weakly dependent random variables
On the dissipation of partial sums from a stationary strongly mixing sequence
Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization
Uncertainty quantification of stochastic simulation for black-box computer experiments
A new maximal inequality and invariance principle for stationary sequences
Strong representation of an adaptive stochastic approximation procedure
The stabilizing effect of a random environment
Equivalent measures of dependence
A CLT for the periodograms of a \(p\)-mixing random field
A note on estimation of variance for \(\rho\)-mixing sequences
Weak convergence of stochastic processes indexed by smooth functions
Central limit theorem for triangular arrays of non-homogeneous Markov chains
Capacity management under uncertainty with inter-process, intra-process and demand interdependencies in high-flexibility environments
Randomized multivariate central limit theorems for ergodic homogeneous random fields
A central limit theorem for functions of stationary max-stable random fields on \(\mathbb{R}^d\)
Approximation of nonnegative systems by moving averages of fixed order
On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
On martingale approximations and the quenched weak invariance principle
On degenerate sums of m-dependent variables
Two-stage procedures for high-dimensional data
On a very weak bernoulli condition^†
On a theorem of gordin
Kernel density estimators for random fields satisfying an interlaced mixing condition
Central Limit Theorems for dependent variables. I
The invariance principle for ϕ-mixing sequences
Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap
On mixing properties of some INAR models
A central limit theorem for correlated variables with limited normal or gamma distributions
Central limit theorem for weakly dependent random variables with values in \(D[0,1]\)
Change-point detection and bootstrap for Hilbert space valued random fields
Optimal placement in a limit order book: an analytical approach
Minimum Hellinger distance estimation of multivariate GARCH processes
An invariance principle for dependent random variables
Testing for Granger causality with mixed frequency data
Functional central limit theorem via nonstationary projective conditions
Determination of eddy currents equipment parameters: [cutting\_tolerance], [cutting\_position]
Ildar Abdullovich Ibragimov (on his ninetieth birthday)
Classical and almost sure local limit theorems
On the quenched CLT for stationary Markov chains
On the functional central limit theorem via martingale approximation
Randomized limit theorems for stationary ergodic random processes and fields
On a boundary of the central limit theorem for strictly stationary, reversible Markov chains
Limit laws for random walk in a dynamic path-cone mixing random environment
On Ibragimov-Iosifescu conjecture for \(\phi\)-mixing sequences
A functional central limit theorem for -mixing sequences
On the weak invariance principle for stationary sequences under projective criteria
An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables

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