Asymptotic normality for random sums of linear processes
From MaRDI portal
Publication:1209666
DOI10.1016/0378-3758(93)90145-VzbMath0766.60028MaRDI QIDQ1209666
Publication date: 16 May 1993
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
weighted sums; mixing sequences; conditional central limit theorem; random indices; law of iterative logarithm
60F05: Central limit and other weak theorems
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Sequential estimation of the mean of a first-order stationary autoregressive process
- Safety stock determination with correlated demands and arbitrary lead times
- A law of the iterated logarithm for double arrays of independent random variables with applications to regression and time series models
- Limiting behavior of weighted sums of independent random variables
- Inequalities for conditioned normal approximations
- Weak convergence with random indices
- Uniform inequalities for conditional expectations
- On mixing sequences of sets
- On the speed of convergence of the distribution of random sums of weighted independent variables
- Moment inequalities and the strong laws of large numbers
- On the Asymptotic Distribution of the Sequences of Random Variables with Random Indices
- On the central limit theorem for the sum of a random number of independent random variables
- On the central limit theorem for the sum of a random number of independent random variables