On the central limit theorem for -mixing sequences of random variables
DOI10.1214/AOP/1176991983zbMATH Open0638.60032OpenAlexW1995688911MaRDI QIDQ1099482FDOQ1099482
Authors: Magda Peligrad
Publication date: 1987
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176991983
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central limit theorem\(\rho \)-mixing sequencesconvergence in distributionstrictly stationary sequence
Convergence of probability measures (60B10) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)
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- Maximal moment inequality for partial sums of \(\rho\)-mixing sequences and its applications
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- Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure
- Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization
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- Some practical and theoretical issues related to the quantile estimators
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- On the strong law of large numbers for \(\phi\)-mixing and \(\rho\)-mixing random variables
- On the central limit question under absolute regularity
- On complete convergence for arrays of rowwise \(\rho \)-mixing random variables and its applications
- Estimation of the variance of partial sums for \(\rho\)-mixing random variables
- Maximal moment inequality for partial sums of strong mixing sequences and application
- Testing for local covariate trend effects in volatility models
- Convergence of weighted linear process for \(\rho \)-mixing random variables
- Equivalent conditions on the central limit theorem for a sequence of probability measures on \(\mathbb R\)
- On a theorem of gordin
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- On Gebelein's correlation coefficient
- Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap
- The central limit theorem for \(\rho\)-mixing series patterns
- An empirical central limit theorem for dependent sequences
- Exponential inequalities for associated random variables and strong laws of large numbers
- Some estimates in the central limit theorem for \(\varphi\)-mixing random variables
- Moment inequalities for mixing long-span high-frequency data and strongly consistent estimation of OU integrated diffusion process
- Mixing conditions, central limit theorems, and invariance principles: A survey of the literature with some new results on heteroscedastic sequences
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- Central limit theorems for weighted d[0,1]-valued mixing sequences i. functional central limit theorems for weighted sums.
- On the Central Limit Theorem for $\varphi$-Mixing Arrays of Random Variables
- A functional central limit theorem for \(\rho\) -mixing sequences
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- Weak convergence of stochastic processes indexed by smooth functions
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- A maximal moment inequality for \(\alpha \)-mixing sequences and its applications
- Central limit theorem for weakly dependent variables
- Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes
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