On limit theorems for weakly dependent sequences

被引：0
|
作者：
Klicnarova, Jana [1 ]
机构：
[1] Univ S Bohemia Ceske Budejovice, Fac Econ, Ceske Budejovice 37005, Czech Republic
来源：
PROCEEDINGS OF THE 29TH INTERNATIONAL CONFERENCE ON MATHEMATICAL METHODS IN ECONOMICS 2011, PTS I AND II | 2011年
关键词：
central limit theorem; invariance principle; weak dependent sequences; MARTINGALE APPROXIMATIONS; INVARIANCE-PRINCIPLE; STATIONARY-PROCESSES;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
Classical limit theorems a central limit theorem, an invariance principle and others - are established for independent random variables. But, in many economics applications, the condition of independence is often violated and limit theorems for weakly dependent random variables must be used. Therefore, the aim of the paper is to introduce some useful limit theorems which can be used for weakly dependent sequences, to study their conditions and to illustrate their usage.
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页码：333 / 338
页数：6
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