A useful central limit theorem for m-dependent variables
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Publication:2550245
DOI10.1007/BF02613816zbMath0229.60017MaRDI QIDQ2550245
Publication date: 1971
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/175474
Related Items (4)
MODERATE DEVIATION PRINCIPLE OF SAMPLE QUANTILES AND ORDER STATISTICS ⋮ ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS ⋮ Optimal model averaging based on forward-validation ⋮ Equivalent conditions of complete moment and integral convergence for a class of dependent random variables
Cites Work
- On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
- [https://portal.mardi4nfdi.de/wiki/Publication:5343878 �ber den Zentralen Grenzwertsatz f�r abh�ngige Zufallsvariable]
- On the Statistical Treatment of Linear Stochastic Difference Equations
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