A central limit theorem for \(m\)-dependent random variables under sublinear expectations
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Publication:2355358
DOI10.1007/s10255-015-0477-1zbMath1321.60041OpenAlexW2136674917MaRDI QIDQ2355358
Publication date: 22 July 2015
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-015-0477-1
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80)
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Laws of large numbers under model uncertainty with an application to \(m\)-dependent random variables, Central limit theorems for sub-linear expectation under the Lindeberg condition, Optimal unbiased estimation for maximal distribution, Strong limit theorems of weighted sums for extended negatively dependent random variables under sub-linear expectations, Central limit theorem for linear processes generated by m-dependent random variables under the sub-linear expectation, Central limit theorem for linear processes generated by IID random variables under the sub-linear expectation
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