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A general central limit theorem for strong mixing sequences
Umeå University, Faculty of Social Sciences, Umeå School of Business and Economics (USBE), Statistics.
2014 (English)In: Statistics and Probability Letters, ISSN 0167-7152, E-ISSN 1879-2103, Vol. 94, 236-238 p.Article in journal (Refereed) Published
Abstract [en]

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.
Keyword [en]
central limit theorem, strong mixing, non-stationary sequences, triangular array, weakly approaching sequences
National Category
Other Social Sciences not elsewhere specified Probability Theory and Statistics
Research subject
Statistics; Mathematical Statistics
Identifiers
URN: urn:nbn:se:umu:diva-92230DOI: 10.1016/j.spl.2014.07.024ISI: 000343377000031OAI: oai:DiVA.org:umu-92230DiVA: diva2:740293
Available from: 2014-08-24 Created: 2014-08-24 Last updated: 2017-12-05Bibliographically approved

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CiteExportLink to record
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