A local limit theorem for sums of dependent random variables

Mei Wang and Michael Woodroofe

Statistics & Probability Letters, 1990, vol. 9, issue 3, 207-213

Abstract: A local version of the central limit theorem is established for normalized sums of dependent random variables when a global theorem is known and conditional distributions are sufficiently smooth. The proof uses ideas from Statistics, by representing the density as the integral of a score function for a translation family of distributions.

Keywords: Central; limit; theorem; almost; differentiability; score; function; martingales; stationary; sequences; Markov; chains (search for similar items in EconPapers)
Date: 1990
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