A general central limit theorem for strong mixing sequences

DOI10.1016/j.spl.2014.07.024zbMath1317.60018OpenAlexW2040738104MaRDI QIDQ467034

Magnus Ekström

Publication date: 3 November 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.07.024

zbMATH Keywords

central limit theoremstrong mixing sequencestriangular arraynon-stationary sequencesweakly approaching sequences

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (7)

The Berry–Esseen-type bound for the G-M estimator in a nonparametric regression model with α-mixing errors ⋮ A Goodness‐of‐Fit Test for Integer‐Valued Autoregressive Processes ⋮ Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model ⋮ Nonparametric estimation of a smooth trend in the presence of a periodic sequence ⋮ Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays ⋮ A covariance formula for topological events of smooth Gaussian fields ⋮ Quenched law of large numbers and quenched central limit theorem for multiplayer leagues with ergodic strengths

Cites Work

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• Subsampling
• Mixing: Properties and examples
• Subsampling for heteroskedastic time series
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• Weakly approaching sequences of random distributions
• The Invariance Principle for Stationary Processes

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