A triangular central limit theorem under a new weak dependence condition (Q1975354)
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| Language | Label | Description | Also known as |
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| English | A triangular central limit theorem under a new weak dependence condition |
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A triangular central limit theorem under a new weak dependence condition (English)
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1 March 2001
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The central limit theorem is proved for triangular arrays under a new weak dependence condition which is a variation of that from \textit{P. Doukhan} and \textit{S. Louhichi} [Stochastic Processes Appl. 84, 313-342 (1999)]. The definition of such a weak dependence extends on strong mixing and includes non-mixing Markov processes and associated or Gaussian sequences. The theorems proved in this paper apply for linear arrays and standard kernel density estimates under weak dependence and lead to an extension of results of \textit{M. Peligrad} and \textit{S. Utev} [Ann. Probab. 25, No. 1, 443-456 (1997; Zbl 0876.60013)]. The method of proof is a variation of Lindeberg method after \textit{E. Rio} [ESAIM, Probab. Stat. 1, 35-61 (1997; Zbl 0869.60021) and Probab. Theory Relat. Fields 104, No. 2, 255-282 (1996; Zbl 0838.60017)].
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stationary sequences
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Lindeberg theorem
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central limit theorem
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non-parametric estimation
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\(s\)- and \(w\)-weakly dependence
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