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The limit theorem for dependent random variables with applications to autoregression models

✍ Scribed by Yong Zhang; Xiaoyun Yang; Zhishan Dong; Dehui Wang

Book ID
107347288
Publisher
Academy of Mathematics and Systems Science, Chinese Academy of Sciences
Year
2011
Tongue
English
Weight
235 KB
Volume
24
Category
Article
ISSN
1009-6124

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πŸ“œ SIMILAR VOLUMES

A more general central limit theorem for
A more general central limit theorem for m-dependent random variables with unbounded m
✍ Joseph P. Romano; Michael Wolf πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 108 KB

In this article, a general central limit theorem for a triangular array of m-dependent random variables is presented. Here, m may tend to inΓΏnity with the row index at a certain rate. Our theorem is a generalization of previous results. Some examples are given that show that the generalization is us