A central limit theorem for \(m\)-dependent random variables

From MaRDI portal
Publication:775777

DOI10.1215/S0012-7094-58-02548-1zbMath0107.13403MaRDI QIDQ775777

Steven Orey

Publication date: 1958

Published in: Duke Mathematical Journal (Search for Journal in Brave)




Related Items (48)

Scaling transition for nonlinear random fields with long-range dependenceEstimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility processOn the Number of Turns in Reduced Random Lattice PathsA simple algorithm for the adaptation of scores and power behavior of the corresponding rank testOn Kendall's AutocorrelationsAverage squared residuals approach for testing linear hypotheses in nonparametric regressionA test for heteroscedasticity in functional linear modelsTesting high-dimensional nonparametric Behrens-Fisher problemMixed \(L_p\) estimators variety for model order reduction in control oriented system identification ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:5343878 �ber den Zentralen Grenzwertsatz f�r abh�ngige Zufallsvariable] ⋮ Extrema of the Generalized Allocation Scheme Based on an $m$-Dependent SequenceGlobal sensitivity analysis: a novel generation of mighty estimators based on rank statisticsBounds for the normal approximation of the maximum likelihood estimator from \(m\)-dependent random variablesAsymptotic normality for -dependent and constrained -statistics, with applications to pattern matching in random strings and permutationsCapacity management under uncertainty with inter-process, intra-process and demand interdependencies in high-flexibility environmentsOn some approximations for sums of \(m\)-dependent random variablesAsymptotic results for random sums of dependent random variablesCentral limit theorem for linear processes generated by m-dependent random variables under the sub-linear expectationTesting model assumptions in functional regression modelsHuberian function applied to neurodegenerative disorder gait rhythmA more general central limit theorem for \(m\)-dependent random variables with unbounded \(m\)Mathematical models with exact renormalization for turbulent transport. II: Fractal interfaces, non-Gaussian statistics and the sweeping effectLimiting Spectral Distribution for Large Sample Covariance Matrices withm-Dependent ElementsMinimum distance lack-of-fit tests under long memory errorsAsymptotic normality of autoregressive processesOn Statistical Properties of Palindromes in DNATwo central limit problems for dependent random variablesOn the order of approximation in limit theorems for negative-binomial sums of strictly stationary \(m\)-dependent random variablesTesting Linear Regression Models in Non Regular CaseCentral limit theorems for pedigreesOn the estimation of a monotone conditional variance in nonparametric regressionValidation of linear regression modelsA moderate deviation principle for \(m\)-dependent random variables with unbounded \(m\)Spectral fluctuations for Schrödinger operators with a random decaying potential\(\alpha\)-stable limit theorems for sums of dependent random vectorsDifference-based variance estimator for nonparametric regression in complex surveysTesting non-parametric hypotheses for stationary processes by estimating minimal distancesOn the rates of convergence in weak limit theorems for geometric random sums of the strictly stationary sequence of \(m\)-dependent random variablesTesting model assumptions in multivariate linear regression modelsA note on testing the covariance matrix for large dimensionA note on asymptotic normality of sums of higher-dimensionally indexed random variablesStatistical inference for multivariate partially linear regression modelsNonparametric comparison of several regression functions: Exact and asymptotic theoryOn the central limit theorem for sums of dependent random variablesA consistent test for heteroscedasticity in nonparametric regression based on the kernel methodAn extension of central limit theorem for randomly indexed m-dependent random variablesA central limit theorem for \(m\)-dependent random variables under sublinear expectationsA robust whiteness test for the identification of discrete-time linear models: use of orthonormal transfer functions




This page was built for publication: A central limit theorem for \(m\)-dependent random variables