A CENTRAL LIMIT THEOREM FOR STRONG NEAR-EPOCH DEPENDENT RANDOM VARIABLES

Citation:

LIN Zhengyan,QIU Jin.A CENTRAL LIMIT THEOREM FOR STRONG NEAR-EPOCH DEPENDENT RANDOM VARIABLES[J].Chinese Annals of Mathematics B,2004,25(2):263~274
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Authors:

LIN Zhengyan; QIU Jin

Foundation:

Project supported by the National Natural Science Foundation of China (No.10131040) and the Zhejiang Provincial Natural Science Foundation of China (No.199016).
Abstract: In this paper, a central limit theorem for strong near-epoch dependent sequences of random variables introduced in [9] is showed. Under the same moments condition, the authors essentially weaken the “size” requirement mentioned in other papers about near epoch dependence.

Keywords:

Mixingale, Mixing, Near-epoch dependent, Strong near-epoch dependent, Central limit theorem

Classification:

60E15, 60F15, 60F05, 60G45
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