A general central limit theorem for strong mixing sequences

被引：15
|
作者：
Ekstrom, Magnus [1 ]
机构：
[1] Umea Univ, Dept Stat, S-90187 Umea, Sweden
来源：
STATISTICS & PROBABILITY LETTERS | 2014年 / 94卷
关键词：
Central limit theorem; Strong mixing; Non-stationary sequences; Triangular array; Weakly approaching sequences;
D O I：
10.1016/j.spl.2014.07.024
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A central limit theorem for strong mixing sequences is given that applies to both non-stationary sequences and triangular array settings. The result improves on an earlier central limit theorem for this type of dependence given by Politis, Romano and Wolf in 1997. (C) 2014 Elsevier B.V. All rights reserved.
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页码：236 / 238
页数：3
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