The Convergence of Moments in the Central Limit Theorem for ρ-Mixing Sequences of Random Variables
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Publication:3763320
DOI10.2307/2046566zbMath0627.60031OpenAlexW4231177270MaRDI QIDQ3763320
Publication date: 1987
Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2046566
central limit theoremmaximal inequalitiesconvergence of momentsstrictly stationary sequencemaximal coefficient of correlation\(\phi \)-mixing sequence
Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)
Related Items (9)
Self-normalized limit theorems for linear processes generated by \(\rho\)-mixing innovations ⋮ WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS ⋮ Limit theorems for linear processes generated by ρ-mixing sequence ⋮ A note on estimation of variance for \(\rho\)-mixing sequences ⋮ Precise rates in complete moment convergence for \(\rho \)-mixing sequences ⋮ On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient ⋮ A self-normalized invariance principle for a \(\phi\)-mixing sequence ⋮ The functional CLT for linear processes generated by mixing random variables with infinite variance ⋮ A maximal 𝕃_{𝕡}-inequality for stationary sequences and its applications
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