Central limit theorem for linear processes generated by IID random variables under the sub-linear expectation
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Publication:2244350
DOI10.1007/s11766-021-3882-7zbMath1488.60033OpenAlexW3176524828MaRDI QIDQ2244350
Publication date: 12 November 2021
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11766-021-3882-7
Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)
Related Items
Note on precise rates in the law of iterated logarithm for the moment convergence of i.i.d.: random variables under sublinear expectations ⋮ Limit distribution for products of sums of partial sums of linear processes generated by NSD sequence ⋮ Central limit theorem for linear processes generated by m-dependent random variables under the sub-linear expectation ⋮ Large deviation principle for linear processes generated by real stationary sequences under the sub-linear expectation
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