A central limit theorem for m-dependent random variables under sublinear expectations

Probability distributions: general theory (60E05) Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80)

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Cites work

G-expectation, G-Brownian motion and related stochastic calculus of Itô type
A central limit theorem for m-dependent random variables
Ambiguity, Risk, and Asset Returns in Continuous Time
Coherent measures of risk
Filtration consistent nonlinear expectations and evaluations of contingent claims
scientific article; zbMATH DE number 4004696 (Why is no real title available?)
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Mathematics of financial markets.
Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
On the regularity theory of fully nonlinear parabolic equations: II
The central limit theorem for dependent random variables
User’s guide to viscosity solutions of second order partial differential equations

Cited in

(22)

Lindeberg's central limit theorems for martingale like sequences under sub-linear expectations
Laws of large numbers under model uncertainty with an application to \(m\)-dependent random variables
Central limit theorem for linear processes generated by IID random variables under the sub-linear expectation
On Shige Peng's central limit theorem
Optimal unbiased estimation for maximal distribution
A Weighted Central Limit Theorem Under Sublinear Expectations
General central limit theorems under sublinear expectations
A central limit theorem for randomly indexed m-dependent random variables
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
A general central limit theorem under sublinear expectations
Functional Shige Peng's central limit theorems for martingale vectors
On the moderate deviation principle for \(m\)-dependent random variables with sublinear expectation
Precise asymptotics for complete integral convergence in the law of iterated logarithm under the sub-linear expectations
The functional central limit theorem with mean uncertainty under the sublinear expectation
An \(\alpha\)-stable limit theorem under sublinear expectation
General central limit theorems for m-dependent random variables under sub-linear expectations
Law of large numbers for m-dependent random vectors under sublinear expectations
Copulas, m-dependence, and Markov chains
A strong law of large numbers for m-dependent random variables under sub-linear expectation
Central limit theorems for sub-linear expectation under the Lindeberg condition
Central limit theorem under variance uncertainty

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