A central limit theorem for non stationary mixing processes

Dalibor Volný

Commentationes Mathematicae Universitatis Carolinae (1989)

  • Volume: 030, Issue: 2, page 405-407
  • ISSN: 0010-2628

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Volný, Dalibor. "A central limit theorem for non stationary mixing processes." Commentationes Mathematicae Universitatis Carolinae 030.2 (1989): 405-407. <http://eudml.org/doc/17753>.

@article{Volný1989,
author = {Volný, Dalibor},
journal = {Commentationes Mathematicae Universitatis Carolinae},
keywords = {non-stationary -mixing sequence; central limit theorem; uniform integrability},
language = {eng},
number = {2},
pages = {405-407},
publisher = {Charles University in Prague, Faculty of Mathematics and Physics},
title = {A central limit theorem for non stationary mixing processes},
url = {http://eudml.org/doc/17753},
volume = {030},
year = {1989},
}

TY - JOUR
AU - Volný, Dalibor
TI - A central limit theorem for non stationary mixing processes
JO - Commentationes Mathematicae Universitatis Carolinae
PY - 1989
PB - Charles University in Prague, Faculty of Mathematics and Physics
VL - 030
IS - 2
SP - 405
EP - 407
LA - eng
KW - non-stationary -mixing sequence; central limit theorem; uniform integrability
UR - http://eudml.org/doc/17753
ER -

References

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  1. Billingsley P., Convergence of Probability Measures, Wiley, New York, 1968. (1968) Zbl0172.21201MR0233396
  2. Denker M., Uniform integrability and the CLT for strongly mixing sequences, In Dependence in Probability and Statistics (E. Eberlein and M. S. Taqqu editors), Birkhauser, Boston, Basel, Stuttgart, 1986, pp. 169-174. (1986) MR0899993
  3. Mori T., Yoshihara K., A note on the central limit theorem for stationary mixing sequences, Yokohama Math. J. 34 (1986), 143-146. (1986) MR0886062
  4. Volný D., Approximation of stationary processes and the central limit problem, In Springer LN 1299 (S. Watanabe and Yu. V. Prokhorov: Probability Theory and Mathematical Statistics), pp. 532-540. MR0936028

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