The central limit theorem for dependent random variables
From MaRDI portal
Publication:2647794
DOI10.1215/S0012-7094-48-01568-3zbMath0031.36701WikidataQ94789924 ScholiaQ94789924MaRDI QIDQ2647794
Herbert Robbins, Wassily Hoeffding
Publication date: 1948
Published in: Duke Mathematical Journal (Search for Journal in Brave)
Related Items
On the asymptotic distributions of mean, autocovariance, autocorrelation, crossgovariancb and impulse response estimators of a stationary multidimensional random field, On the Bahadur representation of sample quantiles in some stationary multivariate autoregressive processes, Zur Verteilung der Quadratsumme abhängiger, normalverteilter Zufallsgrößen, A limit distribution of the square error deviation of nonparametric estimators of the regression function, A limit distribution of the square error deviation of nonparametric estimators of the regression function, Iterated Limits and the Central Limit Theorem for Dependent Variables, Rate of convergence in the central limit theorem for random variables with strong mixing, A further instance of the central limit theorem for dependent random variables, Note on the central limit theorem, On some moments and distributions occurring in the theory of linear stochastic processes. I, Inequalities for distributions of sums of m-dependent random elements. I, Sequences of m-orthogonal random variables, Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes, Central limit theorem for solutions of random initialized differential equations: a simple proof, Extension of runs to the continuous-valued sequences, Asymptotic theory for curve-crossing analysis, Estimate of the bounded Lipschitz metric for sums of weakly dependent random variables, Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces, Distance in the metric of \(L_ 1 \)of the distribution of a sum of weakly dependent random variables from the normal distribution function, On the joint asymptotic distribution of additive genotype for polygenic characters, Approximation of distributions of sums of weakly dependent random variables by the normal distribution, Speed of convergence in the central limit theorem for m-dependent random fields, The number of increases in a random permutation, Asymptotic properties of full information estimators in dynamic autoregressive simultaneous equation models, On the asymptotic efficiency of estimators in an autoregressive process, Convergence rate estimate in central limit theorem for m-dependent random vectors, \(\alpha\)-stable limit theorems for sums of dependent random vectors, On a lower bound of the rate of convergence in the central limit theorem for \(m\)-dependent random variables, Central limit theorem for dependent multidimensionally indexed random variables., On the central limit theorem for non-archimedean Diophantine approximations, Linear systems and normality, A note on asymptotic normality of sums of higher-dimensionally indexed random variables, A more general central limit theorem for \(m\)-dependent random variables with unbounded \(m\), Runs in continuous-valued sequences, A note on runs of geometrically distributed random variables, On the simultaneous stabilization of variances and covariances, Estimation of a multivariate density, The asymptotic distribution of the constant behavior of the generalized partial autocorrelation function of an ARMA process, On the normal approximation for the distribution of the number of simple or compound patterns in a random sequence of multi-state trials, On some limit theorems of probability distributions, Untersuchungen zum Erneuerungsproblem, insbesondere seine Darstellung als Markoffsche Kette, Limit laws for local counters in random binary search trees, The Invariance Principle for Dependent Random Variables, ESTIMATION FOR THE FIRST-ORDER DIAGONAL BILINEAR TIME SERIES MODEL, On nonparametric regression estimators based on regression quantiles, Testing the independence of two Poisson processes., Stability theorems for maxima of dependent sequences, Inference in stochastic processes. II, Testing the association between health status amd an environmental index, Limit theorems for stationary and dyadic-stationary processes, Two central limit problems for dependent random variables, Probabilities of moderate deviations under m‐dependence, A new test for residual randomness in a class of dynamic autocorrelated econometric models
