Asymptotic normality for random sums of linear processes
From MaRDI portal
Publication:1209666
DOI10.1016/0378-3758(93)90145-VzbMath0766.60028OpenAlexW2016315547MaRDI QIDQ1209666
Publication date: 16 May 1993
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(93)90145-v
weighted sumsmixing sequencesconditional central limit theoremrandom indiceslaw of iterative logarithm
Related Items (2)
Capacity management under uncertainty with inter-process, intra-process and demand interdependencies in high-flexibility environments ⋮ Asymptotic distribution with random indices for linear processes
Cites Work
- Sequential estimation of the mean of a first-order stationary autoregressive process
- Safety stock determination with correlated demands and arbitrary lead times
- A law of the iterated logarithm for double arrays of independent random variables with applications to regression and time series models
- Limiting behavior of weighted sums of independent random variables
- Inequalities for conditioned normal approximations
- Weak convergence with random indices
- Uniform inequalities for conditional expectations
- On mixing sequences of sets
- On the speed of convergence of the distribution of random sums of weighted independent variables
- Estimating the lead-time demand distribution for an autocorrelated demand by the pearson system and a normal approximation
- Moment inequalities and the strong laws of large numbers
- On the Asymptotic Distribution of the Sequences of Random Variables with Random Indices
- On the central limit theorem for the sum of a random number of independent random variables
- On the central limit theorem for the sum of a random number of independent random variables
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Asymptotic normality for random sums of linear processes
