Some conditional results for conditionally strong mixing sequences of random variables
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The notion of conditional strong mixing for a sequence of random variables was introduced by the reviewer [Ann. Inst. Stat. Math. 61, No. 2, 441--460 (2009; Zbl 1314.60054)]. The authors study the relation between strong mixing and conditionally strong mixing properties and derive some properties of conditionally strong mixing sequences of random variables. They obtain conditional covariance inequalities and a conditional central limit theorem for such sequences under some conditions.
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Cites work
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Cited in
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- Coupling and perturbation techniques for categorical time series
- Conditional mean convergence theorems of conditionally dependent random variables under conditions of integrability
- Conditionally negative association resulting from multinomial distribution
- Some mixing properties of conditionally independent processes
- From conditional independence to conditionally negative association: some preliminary results
- scientific article; zbMATH DE number 3973963 (Why is no real title available?)
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- Introduction to strong mixing conditions. Vol. 1.
- Some results on conditionally uniformly strong mixing sequences of random variables
- Some results following from conditional characteristic functions
- Conditional versions of limit theorems for conditionally associated random variables
- Central limit theorems for conditionally strong mixing and conditionally strictly stationary sequences of random variables
- A central limit theorem for a sequence of conditionally centered random fields
- Conditional convergence modes for random sequences and Lévy's equivalence theorem in the conditional framework
- On conditionally mixing processes
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