Dependent Lindeberg central limit theorem and some applications

DOI10.1051/ps:2007053zbMath1187.60013arXivmath/0701872OpenAlexW2102359815MaRDI QIDQ5190280

Nicolas Ragache, Paul Doukhan, Gabriel Lang, Jean-Marc Bardet

Publication date: 15 March 2010

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0701872

zbMATH Keywords

central limit theoremkernel density estimationweak dependencesubsamplingLindeberg method

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Nonparametric statistical resampling methods (62G09)

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