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Displaying similar documents to “Strong law of large numbers under a general moment condition.”

Central limit theorem for sampled sums of dependent random variables

Nadine Guillotin-Plantard, Clémentine Prieur (2010)

ESAIM: Probability and Statistics

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We prove a central limit theorem for linear triangular arrays under weak dependence conditions. Our result is then applied to dependent random variables sampled by a ℤ -valued transient random walk. This extends the results obtained by [N. Guillotin-Plantard and D. Schneider, (2003) 477–497]. An application to parametric estimation by random sampling is also provided.

Prediction problems

Nguyen Van Thu

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CONTENTSIntroduction......................................................................................................................................... 5I. Prediction of strictly stationary random fields.................................................................................... 6II. Prediction of stationary-in-norm fields in Banach spaces of random variables........................ 23 § 1. Banach spaces of random variables...................................................................................