On quantiles and the central limit question for strongly mixing sequences
From MaRDI portal
Publication:1369000
DOI10.1023/A:1022624919588zbMath0887.60028OpenAlexW1537044570MaRDI QIDQ1369000
Publication date: 25 May 1998
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1022624919588
Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Discrete-time Markov processes on general state spaces (60J05)
Related Items (17)
Necessary and sufficient conditions for the conditional central limit theorem ⋮ The functional central limit theorem under the strong mixing condition ⋮ Central limit theorem and almost sure results for the empirical estimator of superquantiles/CVaR in the stationary case ⋮ On the weak invariance principle for stationary sequences under projective criteria ⋮ An empirical central limit theorem for dependent sequences ⋮ Maximal Inequalities for Dependent Random Variables ⋮ Orlicz Integrability of Additive Functionals of Harris Ergodic Markov Chains ⋮ A quenched weak invariance principle ⋮ Functional central limit theorem via nonstationary projective conditions ⋮ A Bernstein type inequality and moderate deviations for weakly dependent sequences ⋮ On the Komlós, Major and Tusnády strong approximation for some classes of random iterates ⋮ Acknowledgement of priority concerning ``On the central limit theorem for geometrically ergodic Markov chains ⋮ Functional CLT for nonstationary strongly mixing processes ⋮ Moment inequalities for sums of dependent random variables under projective conditions ⋮ A new covariance inequality and applications. ⋮ The conditional central limit theorem in Hilbert spaces. ⋮ On some basic features of strictly stationary, reversible Markov chains
This page was built for publication: On quantiles and the central limit question for strongly mixing sequences
