Random central limit theorem for the linear process generated by a strong mixing process
type: Item
instance of: scholarly article
title: Random central limit theorem for the linear process generated by a strong mixing process
zbMATH Open document ID: 0892.60038
DOI: 10.1016/S0167-7152(97)00013-8
author: Sangyeol Lee
published in: Statistics \& Probability Letters
publication date: 1997-12-17T00:00:00Z
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 62L12
zbMATH DE Number: 1092057
zbMATH Keywords: random central limit theorem
zbMATH Keywords: linear processes generated by strong mixing processes
zbMATH Keywords: Beveridge and Nelson decomposition
zbMATH Keywords: moment bounds for strong mixing processes
MaRDI profile type: MaRDI publication profile
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cites work: On the central limit theorem for the sum of a random number of independent random variables
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cites work: A central limit theorem with random indices for stationary linear processes
cites work: sequential estimation of the mean of a linear process
cites work: Q4039795
cites work: Asymptotics for linear processes
cites work: Random central limit theorems for martingales
cites work: Moment bounds for stationary mixing sequences
full work available at URL: s0167-7152(97)00013-8
OpenAlex ID: W2040837869
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description: scientific article; zbMATH DE number 1092057