Central limit theorems for sums of α-mixing random variables

DOI10.1080/17442509608834091zbMATH Open0949.62039OpenAlexW2049664113MaRDI QIDQ4332220FDOQ4332220

Authors: Eckhard Liebscher 

Publication date: 8 November 2000

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509608834091

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zbMATH Keywords

strong convergencekernel estimatorsBernstein inequalitytriangular array

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Strong limit theorems (60F15)

Cited In (14)

• Central limit theorem with exchangeable summands and mixtures of stable laws as limits
• A simple test for the parametric form of the variance function in nonparametric regression
• Convergence rates of sums of \(\alpha\)-mixing triangular arrays: with an application to nonparametric drift function estimation of continuous-time processes
• Some comments on specification tests in nonparametric absolutely regular processes
• A note on testing the covariance matrix for large dimension
• Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models
• Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition
• Central limit theorems for mixing arrays
• Central limit theorems for \(\alpha\)-mixing triangular arrays with applications to nonparametric statistics
• Some estimates in the central limit theorem for \(\varphi\)-mixing random variables
• Central limit theorems for mixing arrays. II.
• Title not available (Why is that?)
• Estimating nonlinear additive models with nonstationarities and correlated errors
• Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays

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