Central limit theorem for linear processes generated by m-dependent random variables under the sub-linear expectation

DOI10.1080/03610926.2022.2028840MaRDI QIDQ6164713zbMATH OpenOpenAlexFDO

Authors

Publication date 28 July 2023

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

Full work available at URL https://doi.org/10.1080/03610926.2022.2028840

zbMATH Keywords

\(m\)-dependent random variablescentral limit theoremlinear processessub-linear expectation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Cites work

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Cited in

(4)

• Complete convergence for moving average process generated by extended negatively dependent random variables under sub-linear expectations
• Precise asymptotics for maxima of partial sums under sub-linear expectation
• Law of large numbers for m-dependent random vectors under sublinear expectations
• A strong law of large numbers for m-dependent random variables under sub-linear expectation

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