Asymptotics for a class of dependent random variables

DOI10.1016/j.spl.2015.05.018zbMath1329.60049OpenAlexW1028133109MaRDI QIDQ894573

Yang Zhang, Zhang, Lixin

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 theoremmartingaledependent random variablesstrong invariance principle

Mathematics Subject Classification ID

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

Cites Work

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• Asymptotics for dependent Bernoulli random variables
• Central limit theorem for linear processes with infinite variance
• Limit theorems for correlated Bernoulli random variables
• Strong invariance principles for dependent random variables
• Weak dependence. With examples and applications.
• ASYMPTOTIC PROPERTIES OF SELF-NORMALIZED LINEAR PROCESSES WITH LONG MEMORY
• ON THE INVARIANCE PRINCIPLE UNDER MARTINGALE APPROXIMATION
• Iterated Logarithm laws for weighted averages
• A generalized binomial distribution
• Asymptotics and Criticality for a Correlated Bernoulli Process
• ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES

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