A local limit theorem for sums of dependent random variables

DOI10.1016/0167-7152(90)90057-EzbMath0694.60029OpenAlexW2071116930MaRDI QIDQ909334

Mei Wang, Michael B. Woodroofe

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1016/0167-7152(90)90057-e

zbMATH Keywords

central limit theoremstrictly stationary multiple Markov chain

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99)

Related Items (4)

Weak convergence of sequences from fractional parts of random variables and applications ⋮ A local limit theorem for hidden Markov chains ⋮ Classical and almost sure local limit theorems ⋮ Strict convexity of the free energy of the canonical ensemble under decay of correlations

Cites Work

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• Location estimators and spread
• A converse to Scheffé's theorem
• On a converse to Scheffé's theorem
• Strong convergence of distributions of estimators
• Estimation of the mean of a multivariate normal distribution

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