On the Central Limit Theorem for $\varphi$-Mixing Arrays of Random Variables
From MaRDI portal
Publication:3212055
DOI10.1137/1135013zbMath0724.60028OpenAlexW2048411524MaRDI QIDQ3212055
Publication date: 1990
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1135013
mixing coefficientm-dependent random variablesinequalities for large deviationsphi-mixing random variables
Related Items (29)
On the extremal theory of continued fractions ⋮ A moderate deviation for associated random variables ⋮ A temporal central limit theorem for real-valued cocycles over rotations ⋮ Density estimation for associated sampling: A point process influenced approach ⋮ Uniformly asymptotic normality of the weighted estimator in nonparametric regression model with \(\varphi\)-mixing errors ⋮ On the Rate of Complete Convergence for Weighted Sums of Arrays of Rowwise ϕ-Mixing Random Variables ⋮ The asymptotic normality of the linear weighted estimator in nonparametric regression models ⋮ An outlier test for linear processes. II: Large contamination ⋮ A note on the asymptotic properties of the estimators in a semiparametric regression model ⋮ Empirical likelihood of the distribution function in the finite point under ϕ-mixing samples ⋮ Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model ⋮ The extremogram: a correlogram for extreme events ⋮ Asymptotics for the linear kernel quantile estimator ⋮ On complete convergence for weighted sums of \(\varphi \)-mixing random variables ⋮ Asymptotic properties of M estimators in classical linear models with φ -mixing random errors ⋮ On the complete convergence for arrays of rowwise \({\psi}\)-mixing random variables ⋮ Exponential inequalities for sums of unbounded ϕ-mixing sequence and their applications ⋮ Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization ⋮ Complete moment convergence for arrays of rowwise \(\mathbf{\varphi}\)-mixing random variables ⋮ A Marcinkiewicz-Zygmund type strong law for weighted sums of \(\phi \)-mixing random variables and its applications ⋮ On the Berry-Esséen bound of frequency polygons for \(\phi\)-mixing samples ⋮ Asymptotics for weakly dependent errors-in-variables ⋮ Moment inequality for \(\varphi \)-mixing sequences and its applications ⋮ Maximal inequalities for some dependent sequences and their applications ⋮ Nonparametric estimation of expected shortfall via Bahadur-type representation and Berry–Esséen bounds ⋮ The Berry-Esseen type bounds of the weighted estimator in a nonparametric model with linear process errors ⋮ On blocks and runs estimators of the extremal index ⋮ The Bahadur representation of sample quantiles for φ-mixing random variables and its application ⋮ The asymptotic properties of the estimators in a semiparametric regression model
This page was built for publication: On the Central Limit Theorem for $\varphi$-Mixing Arrays of Random Variables