A central limit theorem for sums of correlated products
G. Hooghiemstra and
M. Keane
Statistica Neerlandica, 1997, vol. 51, issue 1, 23-34
Abstract:
Consider a sequence of random points placed on the nonnegative integers with i.i.d. geometric (1/2) interpoint spacings yi. Let xi denote the numbers of points placed at integer i. We prove a central limit theorem for the partial sums of the sequence x0y0,x1y1, . . . The problem is connected with a question concerning different bootstrap procedures.
Date: 1997
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Persistent link: https://EconPapers.repec.org/RePEc:bla:stanee:v:51:y:1997:i:1:p:23-34
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