A self-normalized central limit theorem for [rho] -mixing stationary sequences

Xinxin Jiang and Marjorie Hahn

Statistics & Probability Letters, 2008, vol. 78, issue 12, 1541-1547

Abstract: A central limit theorem (CLT) for self-normalized sequences of [rho]-mixing (strictly) stationary random variables is obtained, provided the regular CLT holds. The self-normalizer is from the classical Bernstein-Block-Technique.

Date: 2008
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(08)00009-6
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:78:y:2008:i:12:p:1541-1547

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().