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Volumn 9, Issue 3, 1996, Pages 703-715

On the asymptotic normality of sequences of weak dependent random variables

Author keywords

Central limit theorem; Mixing sequences of random variables

Indexed keywords


EID: 21344451010     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02214083     Document Type: Article
Times cited : (63)

References (18)
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  • 3
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  • 4
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    • Bradley, R.C.1
  • 5
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    • On second order properties of mixing random sequences and random fields
    • Grigelionis, B., et al. (eds.), VSP/TEV
    • Bradley, R. C., and Utev, S. (1994). On second order properties of mixing random sequences and random fields. In Grigelionis, B., et al. (eds.), Prob. Theory and Math. Stat., VSP/TEV, pp. 99-120.
    • (1994) Prob. Theory and Math. Stat. , pp. 99-120
    • Bradley, R.C.1    Utev, S.2
  • 6
    • 84966204579 scopus 로고
    • Moment conditions for almost sure convergence of weakly correlated random variables
    • Bryc, W., and Smolenski, W. (1993). Moment conditions for almost sure convergence of weakly correlated random variables. Proc. A.M.S. 119, 2, 629-635.
    • (1993) Proc. A.M.S. , vol.119 , Issue.2 , pp. 629-635
    • Bryc, W.1    Smolenski, W.2
  • 7
    • 0002297676 scopus 로고
    • The functional central limit theorem for strongly mixing processes
    • Doukhan, P., Massart, P., and Rio, E. (1994). The functional central limit theorem for strongly mixing processes. Ann. Inst. H. Poincaré 30, 1, 63-82.
    • (1994) Ann. Inst. H. Poincaré , vol.30 , Issue.1 , pp. 63-82
    • Doukhan, P.1    Massart, P.2    Rio, E.3
  • 8
    • 0003155075 scopus 로고
    • Mixing Properties and Examples
    • Springer-Verlag
    • Doukhan, P. (1994). Mixing Properties and Examples. Lecture Notes in Statistics Vol. 85, Springer-Verlag.
    • (1994) Lecture Notes in Statistics , vol.85
    • Doukhan, P.1
  • 11
    • 0000803498 scopus 로고
    • On strong mixing conditions for stationary Gaussian processes
    • Kolmogorov, A. N., and Rozanov, Y. A. (1960). On strong mixing conditions for stationary Gaussian processes. Theory Prob. Appl. 5, 204-208.
    • (1960) Theory Prob. Appl. , vol.5 , pp. 204-208
    • Kolmogorov, A.N.1    Rozanov, Y.A.2
  • 13
    • 0000330376 scopus 로고
    • Three theorems on ρ*-mixing random fields
    • Miller, C. (1994b). Three theorems on ρ*-mixing random fields. J. of Theoretical Prob. 7, 4, 867-882.
    • (1994) J. of Theoretical Prob. , vol.7 , Issue.4 , pp. 867-882
    • Miller, C.1
  • 14
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    • Central limit theorem for linear processes
    • to appear
    • Peligrad, M., and Utev, S. (1994). Central limit theorem for linear processes, to appear in Ann. Prob.
    • (1994) Ann. Prob.
    • Peligrad, M.1    Utev, S.2
  • 15
    • 0002720637 scopus 로고
    • Recent advances in the central limit theorem and its weak invariance principle for mixing sequences of random variables
    • Eberlein, E., and Taqqu, M. (eds.)
    • Peligrad, M. (1986a). Recent advances in the central limit theorem and its weak invariance principle for mixing sequences of random variables. In Eberlein, E., and Taqqu, M. (eds.), Progress in Prob. and Stat., Dependence in Prob. and Stat. 11, 193-224.
    • (1986) Progress in Prob. and Stat., Dependence in Prob. and Stat. , vol.11 , pp. 193-224
    • Peligrad, M.1
  • 16
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    • Invariance principles under weak dependence
    • Peligrad, M. (1986b). Invariance principles under weak dependence. J. of Multiv. Anal. 19, 2, 229-310.
    • (1986) J. of Multiv. Anal. , vol.19 , Issue.2 , pp. 229-310
    • Peligrad, M.1
  • 17
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    • Invariance principles for mixing sequences of random variables
    • Peligrad, M. (1982). Invariance principles for mixing sequences of random variables. Ann. Prob. 10, 4, 968-981.
    • (1982) Ann. Prob. , vol.10 , Issue.4 , pp. 968-981
    • Peligrad, M.1
  • 18
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    • Utev, S. (1990). Central limit theorem for dependent random variables. In Grigelionis, B., et al. (eds.), Prob. Theory and Math. Stat., VSP Mokslas 2, 519-528.
    • (1990) Prob. Theory and Math. Stat., VSP Mokslas , vol.2 , pp. 519-528
    • Utev, S.1


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