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About the Lindeberg method for strongly mixing sequences

Emmanuel Rio (2010)

ESAIM: Probability and Statistics

We extend the Lindeberg method for the central limit theorem to strongly mixing sequences. Here we obtain a generalization of the central limit theorem of Doukhan, Massart and Rio to nonstationary strongly mixing triangular arrays. The method also provides estimates of the Lévy distance between the distribution of the normalized sum and the standard normal.

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