A more general central limit theorem for \(m\)-dependent random variables with unbounded \(m\)
From MaRDI portal
Publication:1974074
DOI10.1016/S0167-7152(99)00146-7zbMath0977.62098OpenAlexW2057246766MaRDI QIDQ1974074
Michael Wolf, Joseph P. Romano
Publication date: 24 January 2002
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(99)00146-7
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Nonparametric statistical resampling methods (62G09)
Related Items
Laws of large numbers under model uncertainty with an application to \(m\)-dependent random variables, Bahadur representations of M-estimators and their applications in general linear models, MODERATE DEVIATION PRINCIPLE OF SAMPLE QUANTILES AND ORDER STATISTICS, Mean vector testing for high-dimensional dependent observations, Density estimation for nonlinear parametric models with conditional heteroscedasticity, Macroscaling Limit Theorems for Filtered Spatiotemporal Random Fields, Testing high-dimensional nonparametric Behrens-Fisher problem, Adaptive wavelet estimation of a function from an m-dependent process with possibly unbounded m, Asymptotic theory for curve-crossing analysis, Asymptotics of nonparametric L-1 regression models with dependent data, Wavelet-L1-estimation for non parametric location-scale models under a general dependence framework, On some approximations for sums of \(m\)-dependent random variables, UNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORK, Strong laws of large numbers for double arrays of blockwise \(M\)-dependent random sets, Estimation of the tail index in the max-aggregation scheme, Population interference in panel experiments, The effect of intraday periodicity on realized volatility measures, Some convergence results on quadratic forms for random fields and application to empirical covariances, Nonparametric bootstrap tests of conditional independence in two-way contingency tables, Equivalent conditions of complete moment and integral convergence for a class of dependent random variables, On the tvGARCH(1,1) model: existence, CLT, and tail index, On bootstrapping periodic random arrays with increasing period, Detecting abrupt changes in a piecewise locally stationary time series, On an asymptotic distribution of dependent random variables on a 3-dimensional lattice, Nonparametric tests for conditional independence in two-way contingency tables, On the order of approximation in limit theorems for negative-binomial sums of strictly stationary \(m\)-dependent random variables, Detecting changes in cross-sectional dependence in multivariate time series, On random trees obtained from permutation graphs, A moderate deviation principle for \(m\)-dependent random variables with unbounded \(m\), Managing Supply in the On-Demand Economy: Flexible Workers, Full-Time Employees, or Both?, On the rates of convergence in weak limit theorems for geometric random sums of the strictly stationary sequence of \(m\)-dependent random variables, An estimator of the tail index based on increment ratio statistics, On the Vector Autoregressive Sieve Bootstrap, On a new class of continuous indices of inequality, Quenched law of large numbers and quenched central limit theorem for multiplayer leagues with ergodic strengths
Uses Software
Cites Work
- A central limit theorem for \(m\)-dependent random variables
- A new look at Bergström's theorem on convergence in distribution for sums of dependent random variables
- Convergence of sums of mixing triangular arrays of random vectors with stationary rows
- Time series: theory and methods.
- Bootstrap methods: another look at the jackknife
- The jackknife and the bootstrap for general stationary observations
- On the asymptotic normality of sequences of weak dependent random variables
- A central limit theorem for m-dependent random variables with unbounded m
- The central limit theorem for dependent random variables
- About the Lindeberg method for strongly mixing sequences
- A Comparison Method for Distribution Functions of Sums of Independent and Dependent Random Variables
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
