A local limit theorem for hidden Markov chains

Statistics and Probability Letters

Volumn 32, Issue 2, 1997, Pages 125-131

  Maxwell, Michael ^a   Woodroofe, Michael ^a  

^a UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Ergodic theorem; Partial sum process; Stationary sequence

Indexed keywords

EID: 0031092784     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(96)00064-8     Document Type: Article

References (4)

1. Breiman, L. (1968), Probability (Addison-Wesley, Reading, MA).
2. Feller, W. (1966), An Introduction to Probability Theory and its Application, Vol. 2 (Wiley, New York).
3. Peligrad, M. (1986), Recent advances in the central limit theorem and its weak invariance principle for mixing sequences of random variables, in: E. Eberlein and M.S. Taqqu, eds., Dependence in Probability and Statistics. Progress Probab. Statist. No. 11 (Birkhäuser, Boston, MA) pp. 193-224.
4. Wang, M. and M. Woodroofe (1990), A local limit theorem for sums of dependent random variables, Statist. Probab. Lett. 9, 207-213.