On a central limit theorem for shrunken weakly dependent random variables

MaRDI QIDQ3458482zbMATH OpenFDO

Authors Zbigniew J. Jurek, Richard C. Bradley

Publication date 18 December 2015

Full work available at URL https://arxiv.org/abs/1410.0214

zbMATH Keywords

central limit theoremstrictly stationary sequencesmixing conditionsweakly dependent random variablesshrinking operator

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Abstract: A central limit theorem is proved for some strictly stationary sequences of random variables that satisfy certain mixing conditions and are subjected to the "shrinking operators" $U_r(x):=[max|x|-r,0]cdotx/|x|,rge0$. For independent, identically distributed random variables, this result was proved earlier by Housworth and Shao.

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