A triangular central limit theorem under a new weak dependence condition

Clémentine Coulon-Prieur and Paul Doukhan

Statistics & Probability Letters, 2000, vol. 47, issue 1, 61-68

Abstract: We use a new weak dependence condition from Doukhan and Louhichi (Stoch. Process. Appl. 1999, 84, 313-342) to provide a central limit theorem for triangular arrays; this result applies for linear arrays (as in Peligrad and Utev, Ann. Probab. 1997, 25(1), 443-456) and standard kernel density estimates under weak dependence. This extends on strong mixing and includes non-mixing Markov processes and associated or Gaussian sequences. We use Lindeberg method in Rio (Probab. Theory Related Fields 1996, 104, 255-282).

Keywords: Stationary; sequences; Lindeberg; theorem; Central; limit; theorem; Non-parametric; estimation; s-; and; a-weakly; dependent (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (7)

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