A general central limit theorem for strong mixing sequences

DOI10.1016/J.SPL.2014.07.024zbMATH Open1317.60018OpenAlexW2040738104MaRDI QIDQ467034FDOQ467034

Authors: Magnus Ekström 

Publication date: 3 November 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.07.024

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zbMATH Keywords

central limit theoremtriangular arraynon-stationary sequencesstrong mixing sequencesweakly approaching sequences

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cites Work

• Subsampling
• Mixing: Properties and examples
• The Invariance Principle for Stationary Processes
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• Title not available (Why is that?)
• Introduction to strong mixing conditions. Vol. 1.
• Subsampling for heteroskedastic time series
• Weakly approaching sequences of random distributions
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Cited In (19)

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• Quenched law of large numbers and quenched central limit theorem for multiplayer leagues with ergodic strengths
• A central limit theorem for quadruple-wise independent arrays of random variables
• The functional central limit theorem under the strong mixing condition
• Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
• Central limit theorems for mixing arrays
• Central limit theorems for conditionally strong mixing and conditionally strictly stationary sequences of random variables
• The central limit theorem for \(\rho\)-mixing series patterns
• A CENTRAL LIMIT THEOREM FOR MIXING TRIANGULAR ARRAYS OF VARIABLES WHOSE DEPENDENCE IS ALLOWED TO GROW WITH THE SAMPLE SIZE
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• Mixing conditions, central limit theorems, and invariance principles: A survey of the literature with some new results on heteroscedastic sequences
• Nonparametric estimation of a smooth trend in the presence of a periodic sequence
• A central limit theorem for strong mixing sequence and its application in regression model
• Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays
• A note on the central limit theorem for strong mixing sequences
• The Berry–Esseen-type bound for the G-M estimator in a nonparametric regression model with α-mixing errors
• Almost sure central limit theorems for strongly mixing and associated random variables

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