Central limit theorems for sequences with \(m(n)\)-dependent main part

DOI10.1016/0378-3758(92)90049-XzbMath0759.60020OpenAlexW2067800924MaRDI QIDQ1200624

Gert Nieuwenhuis

Publication date: 16 January 1993

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(92)90049-x

zbMATH Keywords

central limit theoremtriangular array\(m\)-dependent sequences

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05)

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Testing linear regression models using non-parametric regression estimators when errors are non-independent ⋮ Testing linearity of regression models with dependent errors by kernel based methods ⋮ Asymptotic properties of local polynomial regression with missing data and correlated errors

Cites Work

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• A central limit theorem for m-dependent random variables with unbounded m
• A Central Limit Theorem for Multilinear Stochastic Process
• Some Concepts of Dependence
• Iterated Limits and the Central Limit Theorem for Dependent Variables