M-Dependence Approximation for Dependent Random Variables

DOI10.1007/978-1-4614-1966-2_9zbMath1327.60083OpenAlexW106503914MaRDI QIDQ5259030

Zheng Yan Lin, Wei-Dong Liu

Publication date: 24 June 2015

Published in: Probability Approximations and Beyond (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-1966-2_9

zbMATH Keywords

time seriesempirical processespartial sumsspectral density estimationperiodogramkernel density estimationdependent random variablesstrong invariance principle\(m\)-dependence approximation

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

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Approximations related to the sums of \(m\)-dependent random variables

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