On the asymptotic normality of sequences of weak dependent random variables
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Publication:1923937
DOI10.1007/BF02214083zbMATH Open0855.60021OpenAlexW2094969284MaRDI QIDQ1923937FDOQ1923937
Authors: Magda Peligrad 
Publication date: 13 October 1996
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02214083
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- Every ``lower psi-mixing Markov chain is ``interlaced rho-mixing
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- Predictive inference for travel time on transportation networks
- WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
- Quantitative bounds in the central limit theorem for \(m\)-dependent random variables
- On the behavior of the covariance matrices in a multivariate central limit theorem under some mixing conditions
- Further study on the Marcinkiewicz strong laws for linear statistics of \(\rho^\ast\)-mixing sequences of random variables
- Limit distribution of a risk estimate using the vaguelette-wavelet decomposition of signals in a model with correlated noise
- On the local limit theorems for psi-mixing Markov chains
- Strong laws of large numbers for arrays of rowwise \(\rho ^{\ast }\)-mixing random variables
- A more general central limit theorem for \(m\)-dependent random variables with unbounded \(m\)
- A two-sample test for the equality of univariate marginal distributions for high-dimensional data
- Optimal designs for nonparametric estimation of zeros of regression functions
- Complete convergence for weighted sums of arrays of rowwise \({\tilde\rho}\)-mixing random variables
- A unified approach to self-normalized block sampling
- Strong law of large numbers for \(\rho^{*}\)-mixing sequences with different distributions
- Robust estimation and inference for heavy tailed GARCH
- Strong laws of large numbers for \(\tilde \rho \)-mixing random variables
- On the simultaneous behavior of the dependence coefficients associated with three mixing conditions
- A central limit theorem for non-stationary strongly mixing random fields
- For what trading strategies is the tax payment stream of infinite variation?
- Asymptotic normality for -dependent and constrained -statistics, with applications to pattern matching in random strings and permutations
- Maximum of partial sums and an invariance principle for a class of weak dependent random variables
- Martingale approximations for sums of stationary processes.
- Strong laws of large numbers for weighted sums of $$\tilde \rho $$ -mixing random variables
- Stabilized hard thresholding of wavelet-vaguelette decomposition coefficients in reconstructing tomographic images using projections with correlated noise
- Central limit theorems for asymptotically negatively associated random fields
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- About the Lindeberg method for strongly mixing sequences
- Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays
- Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique
- Marcinkiewicz strong laws for linear statistics of rho*-mixing sequences of random variables
- A note on the strong law of large numbers for arrays of rowwise \(\tilde{\rho}\)-mixing random variables
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- THE CONVERGENCE AND WEAK LAWS OF LARGE NUMBERS FOR -MIXING RANDOM VARIABLES
- Discontinuities in robust nonparametric regression with \(\alpha\)-mixing dependence
- On a problem of W. J. LeVeque concerning metric diophantine approximation
- Least tail-trimmed squares for infinite variance autoregressions
- Functional CLT for nonstationary strongly mixing processes
- Risks of large portfolios
- Chover-type laws of the iterated logarithm for weighted sums of \(\rho ^{\ast}\)-mixing sequences
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