A general central limit theorem for strong mixing sequences

Magnus Ekström

Statistics & Probability Letters, 2014, vol. 94, issue C, 236-238

Abstract: A central limit theorem for strong mixing sequences is given that applies to both non-stationary sequences and triangular array settings. The result improves on an earlier central limit theorem for this type of dependence given by Politis, Romano and Wolf in 1997.

Keywords: Central limit theorem; Strong mixing; Non-stationary sequences; Triangular array; Weakly approaching sequences (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1016/j.spl.2014.07.024

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