Displaying similar documents to “Limit distributions for the ratio of the random sum of squares to the square of the random sum with applications to risk measures.”

Central limit theorem for sampled sums of dependent random variables

Nadine Guillotin-Plantard, Clémentine Prieur (2010)

ESAIM: Probability and Statistics

Similarity:

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.