A central limit theorem for strong near-epoch dependent random variables

DOI10.1142/S0252959904000275MaRDI QIDQ1884133zbMATH OpenFDO

Authors Jin Qiu, Zhengyan Lin

Publication date 25 October 2004

Published in Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0252959904000275

zbMATH Keywords

central limit theoremmixingmixingalestrong near-epoch dependent

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Generalizations of martingales (60G48)

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Cites work

• Stochastic Limit Theory

Cited in

(4)

• The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations
• The functional central limit theorem for linear processes with strong near-epoch dependent innovations
• Strong near-epoch dependence
• The variance of partial sums of strong near-epoch dependent variables

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