A CENTRAL LIMIT THEOREM FOR MIXING TRIANGULAR ARRAYS OF VARIABLES WHOSE DEPENDENCE IS ALLOWED TO GROW WITH THE SAMPLE SIZE

DOI10.1017/S0266466605050577zbMATH Open1083.62076OpenAlexW2158463048MaRDI QIDQ3377447FDOQ3377447

Publication date: 22 March 2006

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466605050577

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Cites Work

Some Limit Theorems for Stationary Processes
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
Convergence of Distributions Generated by Stationary Stochastic Processes
A functional central limit theorem for weakly dependent sequences of random variables
Central Limit Theorems for dependent variables. I

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HAC estimation and strong linearity testing in weak ARMA models
Central limit theorem for quadratic errors of Nadaraya-Watson regression estimator under dependence
Composite quantile periodogram for spectral analysis
Convergence of the empirical two-sample \(U\)-statistics with \(\beta\)-mixing data
Central limit theorems for \(\alpha\)-mixing triangular arrays with applications to nonparametric statistics
High dimensional generalized empirical likelihood for moment restrictions with dependent data
Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis
Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series
The central limit theorem for degenerate variable \(U\)-statistics under dependence
Virtual historical simulation for estimating the conditional VaR of large portfolios
Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays
Higher-order properties of approximate estimators

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