Central limit theorem for linear processes generated by m-dependent random variables under the sub-linear expectation

DOI10.1080/03610926.2022.2028840OpenAlexW4207082406MaRDI QIDQ6164713

No author found.

Publication date: 28 July 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2022.2028840

zbMATH Keywords

central limit theoremlinear processessub-linear expectation\(m\)-dependent random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Cites Work

• Unnamed Item
• Unnamed Item
• Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
• Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
• A central limit theorem for \(m\)-dependent random variables
• Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
• Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
• Three series theorem for independent random variables under sub-linear expectations with applications
• Lindeberg's central limit theorems for martingale like sequences under sub-linear expectations
• Central limit theorem for linear processes generated by IID random variables under the sub-linear expectation
• Law of large numbers and central limit theorem under nonlinear expectations
• A central limit theorem for \(m\)-dependent random variables under sublinear expectations
• Multi-dimensional central limit theorems and laws of large numbers under sublinear expectations
• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
• The central limit theorem for dependent random variables
• On the Toeplitz Lemma, Convergence in Probability, and Mean Convergence
• Complete integral convergence for arrays of row-wise extended independent random variables under Sub-linear expectations
• Complete convergence and strong law of large numbers for arrays of random variables under sublinear expectations
• Complete and complete moment convergence for weighted sums of arrays of rowwise negatively dependent random variables under the sub-linear expectations
• Nonlinear Expectations and Stochastic Calculus under Uncertainty
• Complete convergence and complete moment convergence for negatively dependent random variables under sub-linear expectations
• Complete convergence for arrays of row-wise ND random variables under sub-linear expectations
• Large deviation principle for linear processes generated by real stationary sequences under the sub-linear expectation

This page was built for publication: Central limit theorem for linear processes generated by m-dependent random variables under the sub-linear expectation