Asymptotic normality for a general statistic from a stationary sequence

DOI10.1214/aop/1176992377zbMath0609.62025OpenAlexW2021405917MaRDI QIDQ1086931

Edward Carlstein

Publication date: 1986

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992377

zbMATH Keywords

necessary and sufficient conditionsjoint asymptotic normalityalpha-mixing sequencegeneral statisticsample fractiles

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Related Items (3)

Law of large numbers for the subseries talues of a statistic from a stationary sequence ⋮ On the sample variance of linear statistics derived from mixing sequences ⋮ A note on asymptotic distribution of permutation statistics from mixing processes

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