The central limit problem for mixing sequences of random variables
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Cites work
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- A CLASS OF STATIONARY PROCESSES AND A CENTRAL LIMIT THEOREM
- Contributions to Central Limit Theory for Dependent Variables
- Das Gesetz vom iterierten Logarithmus mit Anwendungen auf die Zahlentheorie
- Ein zentraler grenzwertsatz mit anwendungen auf die zahlentheorie
- scientific article; zbMATH DE number 3176450 (Why is no real title available?)
- scientific article; zbMATH DE number 3085434 (Why is no real title available?)
- Some Limit Theorems for Random Functions. I
- Some Limit Theorems for Stationary Processes
- The Law of the Iterated Logarithm for Mixing Stochastic Processes
- The Remainder in the Central Limit Theorem for Mixing Stochastic Processes
Cited in
(35)- Distance in the metric of \(L_ 1 \)of the distribution of a sum of weakly dependent random variables from the normal distribution function
- Erdős-Révész type bounds for the length of the longest run from a stationary mixing sequence
- On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators
- Limit theorems for sums of partial quotients of continued fractions
- Speed of convergence in the central limit theorem for m-dependent random fields
- Nonparametric estimation of an affinity measure between two absolutely continuous distributions with hypotheses testing applications
- A note on nonparametric density estimation for dependent variables using a delta sequence
- Effects of misspecification of lag structure in certain two-variable distributed lag models
- Moment inequalities for mixing sequences
- Some limit theorems for random fields
- Learning dynamical systems in a stationary environment
- Probability inequalities for sums of weakly dependent random variables
- Semiparametric estimation from time series with long-range dependence
- On Edgeworth expansions for dependency-neighborhoods chain structures and Stein's method
- On high level exceedance modeling and tail inference
- An estimate of deviation probabilities of the sample mean of variables with -semimixing
- Perturbations of copulas and mixing properties
- Natural boundary of the random power series
- Asymptotic properties of rank estimators in a simple spatial linear regression model under spatial sampling designs
- M-estimation for linear models with spatially-correlated errors
- Moment inequalities for mixing sequences of random variables
- Brownian motion, geometry, and generalizations of Picard’s little theorem
- Two central limit problems for dependent random variables
- Probability inequalities for sums of absolutely regular processes and their applications
- Random sheets
- On a problem of W. J. LeVeque concerning metric diophantine approximation
- Functional central limit theorems for the Nelson-Aalen and Kaplan-Meier estimators for dependent stationary data
- Some preliminary results on conditionally -mixing sequences of random variables
- Limiting behavior of regular functionals of empirical distributions for stationary *-mixing processes
- An invariance principle for mixing sequences of random variables
- Radonifying mappings and functional central limit theorems
- Testing for linearity in boundary regression models with application to maximal life expectancies
- A point on discrete versus continuous state-space Markov chains
- A note on physical dependence and mixing conditions for triangular arrays
- Estimate of the bounded Lipschitz metric for sums of weakly dependent random variables
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