Central limit theorems under weak dependence
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Cites work
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- A Note on the Central Limit Theorems for Dependent Random Variables
- A remark on the central limit question for dependent random variables
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- scientific article; zbMATH DE number 3332991 (Why is no real title available?)
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- scientific article; zbMATH DE number 3405266 (Why is no real title available?)
- Mixing Conditions for Markov Chains
- On Estimation of a Probability Density Function and Mode
- On Sequences of Pairs of Dependent Random Variables
- On Strong Mixing Conditions for Stationary Gaussian Processes
- On the Central Limit Theorem for Markov Chains
- Remarks on Some Nonparametric Estimates of a Density Function
- Some Limit Theorems for Stationary Processes
Cited in
(28)- Asymptotic normality of some kernel-type estimators of probability density
- Identical mixing rates
- Invariance principles under weak dependence
- Invariance principles under a two-part mixing assumption
- Complete convergence for \(\alpha{}\)-mixing sequences
- On the simultaneous behavior of the dependence coefficients associated with three mixing conditions
- On the dissipation of partial sums from a stationary strongly mixing sequence
- A covariance inequality under a two-part dependence assumption
- Central limit theory for the number of seeds in a growth model in \(\mathbb{R}^ d\) with inhomogeneous Poisson arrivals
- On bandwidth selection in partial linear regression models under dependence
- Periodicity and absolute regularity
- On the asymptotic normality of sequences of weak dependent random variables
- Simplified estimation and testing in unbalanced repeated measures designs
- Covariance estimation under spatial dependence
- Methods for high-dimensional multivariate and multi-group repeated measures data under non-normality
- A functional central limit theorem for strongly mixing sequences of random variables
- On a very weak bernoulli condition†
- NONPARAMETRIC ESTIMATORS FOR TIME SERIES
- Limit laws for local counters in random binary search trees
- Stochastic Peierls--Nabarro Model for Dislocations in High Entropy Alloys
- Plug-in bandwidth choice in partial linear models with autoregressive errors
- Functional central limit theorem and strong law of large numbers for stochastic gradient Langevin dynamics
- Estimation and bootstrap for stochastically monotone Markov processes
- Transition of -mixing in random iterations with applications in queuing theory
- A functional central limit theorem for -mixing sequences
- Asymptotic normality of the kernel estimate under dependence conditions: Application to hazard rate
- Estimation of the moments of weighted sums for mixing processes
- Brownian distance covariance
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