A general central limit theorem for strong mixing sequences
2014 (English)In: Statistics and Probability Letters, ISSN 0167-7152, Vol. 94, 236-238 p.Article in journal (Refereed) Published
A central limit theorem for strong mixing sequences is given that applies to both non-stationary sequences and triangular array settings. The result improves on an earlier central limit theorem for this type of dependence given by Politis, Romano and Wolf in 1997.
Place, publisher, year, edition, pages
Elsevier, 2014. Vol. 94, 236-238 p.
central limit theorem, strong mixing, non-stationary sequences, triangular array, weakly approaching sequences
Other Social Sciences not elsewhere specified Probability Theory and Statistics
Research subject Statistics; Mathematical Statistics
IdentifiersURN: urn:nbn:se:umu:diva-92230DOI: 10.1016/j.spl.2014.07.024ISI: 000343377000031OAI: oai:DiVA.org:umu-92230DiVA: diva2:740293