Asymptotics for a class of dependent random variables

DOI10.1016/J.SPL.2015.05.018MaRDI QIDQ894573zbMATH OpenOpenAlexFDO

Authors Yang Zhang, Lixin Zhang

Publication date 1 December 2015

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

Full work available at URL https://doi.org/10.1016/j.spl.2015.05.018

zbMATH Keywords

central limit theoremdependent random variablesmartingalestrong invariance principle

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

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Cites work

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• A generalized binomial distribution
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• Asymptotic properties of self-normalized linear processes with long memory
• Asymptotics and Criticality for a Correlated Bernoulli Process
• Asymptotics for dependent Bernoulli random variables
• Central limit theorem for linear processes with infinite variance
• Iterated Logarithm laws for weighted averages
• Limit theorems for correlated Bernoulli random variables
• On the invariance principle under martingale approximation
• Strong invariance principles for dependent random variables
• Weak dependence. With examples and applications.

Cited in

(5)

• Almost-sure results for a class of dependent random variables
• scientific article; zbMATH DE number 6781435 (Why is no real title available?)
• Asymptotics of forced-in variables from screening processes
• scientific article; zbMATH DE number 6151135 (Why is no real title available?)
• GENERAL CHARACTERIZATION OF SOME STATISTICAL TOOLS FOR MEASURING ASYMPTOTIC DEPENDENCE

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