Central limit theorems for mixing sequences of random variables under minimal conditions

DOI10.1214/AOP/1176992376zbMATH Open0605.60027OpenAlexW2071555659MaRDI QIDQ1083752FDOQ1083752

Manfred Denker, Walter Philipp, Herold Dehling

Publication date: 1986

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992376

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zbMATH Keywords

central limit theoremdomain of partial attraction of a normal lawslowly-varying functionstrongly mixing sequence of random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Cited In (28)

• The Convergence of Moments in the Central Limit Theorem for ρ-Mixing Sequences of Random Variables
• On the spectral measures of some weakly stationary sequences involving randomly spaced observations
• Rate of convergence in the central limit theorem for sequences with mixing
• Asymptotic normality of trimmed sums of \(\Phi\)-mixing random variables
• Stable limit distributions for strongly mixing sequences
• A central limit theorem for stationary \(\rho\)-mixing sequences with infinite variance
• On the strong-mixing property of skew product of binary transformation on 2-dimensional torus by irrational rotation
• A central limit theorem for strictly stationary sequences in terms of slow variation in the limit
• The functional central limit theorem under the strong mixing condition
• Probabilistic approach to Perron root, the group inverse, and applications
• Rate of convergence in the central limit theorem for random variables with strong mixing
• On the weak invariance principle for stationary sequences under projective criteria
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• Limit theorems for mixing sequences without rate assumptions
• On a theorem of gordin
• A lower bound of \(L_p\) norms in the CLT for strongly mixing random variables
• Central limit theorems for additive functionals of Markov chains.
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• Title not available (Why is that?)
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• Central limit theorem for stationary random fields
• On Ibragimov-Iosifescu conjecture for \(\phi\)-mixing sequences
• Title not available (Why is that?)
• The effect of intraday periodicity on realized volatility measures
• Parametric and nonparametric models and methods in financial econometrics
• Another approach to Brownian motion
• Precise rates in complete moment convergence for \(\rho \)-mixing sequences

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