A central limit theorem for correlated variables with limited normal or gamma distributions

DOI10.1080/03610926.2018.1536212OpenAlexW2905692130MaRDI QIDQ5077892FDOQ5077892

Authors: Dennis F. De Riggi 

Publication date: 20 May 2022

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1536212

zbMATH Keywords

gammaToeplitz matrixcentral limitlimited normal

Mathematics Subject Classification ID

Statistics (62-XX) Probability theory and stochastic processes (60-XX)

Cites Work

• On Strong Mixing Conditions for Stationary Gaussian Processes
• A Note on the Central Limit Theorems for Dependent Random Variables
• Title not available (Why is that?)
• On some multivariate gamma distributions connected with spanning trees
• Title not available (Why is that?)
• Confidence intervals for limited moments and truncated moments in normal and lognormal models

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