Central limit theorems for dependent variables. II

DOI10.1007/BF00390273zbMath0608.60019OpenAlexW4245295925MaRDI QIDQ1085871

Christopher S. Withers

Publication date: 1987

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00390273

zbMATH Keywords

weak convergenceempirical processcentral limit theoremsstrong- mixing

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) General theory of stochastic processes (60G07)

Related Items (4)

Central limit theorems for dependent variables. II ⋮ Capacity management under uncertainty with inter-process, intra-process and demand interdependencies in high-flexibility environments ⋮ Central Limit Theorems for dependent variables. I ⋮ Conditions for linear processes to be strong-mixing

Cites Work

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• The asymptotic distribution theory of the empiric cdf for mixing stochastic processes
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• Weak convergence of multidimensional empirical processes for stationary \(\varphi\)-mixing processes
• Some Limit Theorems for Random Functions. I
• Central Limit Theorems for dependent variables. I
• Weak convergence of multidimensional empirical processes for strong mixing sequences of stochastic vectors
• ON THE CONVERGENCE OF EMPIRICAL PROCESSES OF MIXING VARIABLES¹
• Moment bounds for stationary mixing sequences
• Contributions to Central Limit Theory for Dependent Variables
• On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter

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