Dependent Lindeberg central limit theorem and some applications

DOI10.1051/ps:2007053zbMath1187.60013arXivmath/0701872MaRDI QIDQ5190280

Gabriel Lang, Paul Doukhan, Jean-Marc Bardet, Nicolas Ragache

Publication date: 15 March 2010

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0701872

zbMATH Keywords

central limit theorem; kernel density estimation; weak dependence; subsampling; Lindeberg method

Mathematics Subject Classification ID

62G07: Density estimation

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

60F05: Central limit and other weak theorems

62G09: Nonparametric statistical resampling methods

Related Items

Subsampling inference for the autocovariances and autocorrelations of long‐memory heavy‐ tailed linear time series, Central limit theorem for sampled sums of dependent random variables

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