IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v42y1992i2p181-193.html
   My bibliography  Save this article

On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient

Author

Listed:
  • Peligrad, Magda

Abstract

Weak invariance principles are established for strictly stationary weakly dependent sequences, having a decomposed strong mixing coefficient into two parts, one based on the strong mixing condition with a polynomial mixing rate and other based on the [rho]-mixing condition. The result is applied to the output of the Tukey '3R smoother'.

Suggested Citation

  • Peligrad, Magda, 1992. "On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient," Stochastic Processes and their Applications, Elsevier, vol. 42(2), pages 181-193, September.
    • Handle: RePEc:eee:spapps:v:42:y:1992:i:2:p:181-193
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0304-4149(92)90034-N
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Radulovic, Dragan, 1996. "The bootstrap of the mean for strong mixing sequences under minimal conditions," Statistics & Probability Letters, Elsevier, vol. 28(1), pages 65-72, June.
    2. Brodsky, Boris, 2008. "Structural Changes and Unit Roots: Distinguishing Models of Nonstationary Time Series," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 11(3), pages 52-63.
    3. Bradley, Richard C., 1996. "A covariance inequality under a two-part dependence assumption," Statistics & Probability Letters, Elsevier, vol. 30(4), pages 287-293, November.
    4. Richard C. Bradley, 1997. "On Quantiles and the Central Limit Question for Strongly Mixing Sequences," Journal of Theoretical Probability, Springer, vol. 10(2), pages 507-555, April.
    5. Picard, Frederic, 2007. "A multilinear form inequality," Journal of Multivariate Analysis, Elsevier, vol. 98(4), pages 774-788, April.
    6. Otneim, Håkon & Tjøstheim, Dag, 2016. "Non-parametric estimation of conditional densities: A new method," Discussion Papers 2016/22, Norwegian School of Economics, Department of Business and Management Science.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:42:y:1992:i:2:p:181-193. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.