A central limit theorem for strong near-epoch dependent random variables

DOI10.1142/S0252959904000275zbMath1049.60020MaRDI QIDQ1884133

Jin Qiu, Zheng Yan Lin

Publication date: 25 October 2004

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

zbMATH Keywords

central limit theoremmixingmixingalestrong near-epoch dependent

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Generalizations of martingales (60G48)

Related Items

The variance of partial sums of strong near-epoch dependent variables ⋮ The functional central limit theorem for linear processes with strong near-epoch dependent innovations ⋮ The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations

Cites Work

• Stochastic Limit Theory