A Note on the Central Limit Theorems for Dependent Random Variables

From MaRDI portal
Publication:4102534

DOI10.1137/1120011zbMath0335.60023OpenAlexW2084902290MaRDI QIDQ4102534

I. A. Ibragimov

Publication date: 1975

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1120011



Related Items

Invariance principles under weak dependence, Invariance principles under a two-part mixing assumption, On the dissipation of partial sums from a stationary strongly mixing sequence, A CLT for the periodograms of a \(p\)-mixing random field, On the weak invariance principle for stationary sequences under projective criteria, A central limit theorem for correlated variables with limited normal or gamma distributions, A note on estimation of variance for \(\rho\)-mixing sequences, Weak convergence of stochastic processes indexed by smooth functions, Kernel density estimators for random fields satisfying an interlaced mixing condition, Central limit theorem for triangular arrays of non-homogeneous Markov chains, Capacity management under uncertainty with inter-process, intra-process and demand interdependencies in high-flexibility environments, Functional central limit theorem via nonstationary projective conditions, Determination of eddy currents equipment parameters: [cutting\_tolerance, [cutting\_position]], Central limit theorems under weak dependence, Ildar Abdullovich Ibragimov (on his ninetieth birthday), Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap, Classical and almost sure local limit theorems, On the quenched CLT for stationary Markov chains, Asymptotic memoryless detection of random signals in dependent noise, On the functional central limit theorem via martingale approximation, An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables, Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization, On martingale approximations and the quenched weak invariance principle, On a theorem of gordin, Uncertainty quantification of stochastic simulation for black-box computer experiments, On the spectral density and asymptotic normality of weakly dependent random fields, On mixing properties of some INAR models, Change-point detection and bootstrap for Hilbert space valued random fields, On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient, Optimal placement in a limit order book: an analytical approach, On a very weak bernoulli condition, An invariance principle for dependent random variables, A new maximal inequality and invariance principle for stationary sequences, Unnamed Item, A central limit theorem for functions of stationary max-stable random fields on \(\mathbb{R}^d\), Approximation of nonnegative systems by moving averages of fixed order, On degenerate sums of m-dependent variables, MINIMUM HELLINGER DISTANCE ESTIMATION OF MULTIVARIATE GARCH PROCESSES, Testing for Granger causality with mixed frequency data, On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables, \(\alpha\)-stable limit theorems for sums of dependent random vectors, On Ibragimov-Iosifescu conjecture for \(\phi\)-mixing sequences, Central Limit Theorems for dependent variables. I, Simulation of queueing processes based on weak regeneration, Randomized multivariate central limit theorems for ergodic homogeneous random fields, Weak regenerative structure of an open Jackson queueing network, Strong representation of an adaptive stochastic approximation procedure, Two-Stage Procedures for High-Dimensional Data, The stabilizing effect of a random environment, Equivalent measures of dependence, On the simultaneous behavior of the dependence coefficients associated with three mixing conditions, Laws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processes, Asymptotic normal distribution of multidimensional statistics of dependent random variables, Asymptotic normality of some kernel-type estimators of probability density, Limit theorems for mixing sequences without rate assumptions, A functional central limit theorem for \(\rho\) -mixing sequences, Bootstrapping the sample means for stationary mixing sequences, Asymptotic normality of spectral estimates, Multilinear forms and measures of dependence between random variables, The invariance principle for ϕ-mixing sequences, Self-normalized central limit theorem for sums of weakly dependent random variables