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

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  • 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
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    Citations

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    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. 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.
    3. Picard, Frederic, 2007. "A multilinear form inequality," Journal of Multivariate Analysis, Elsevier, vol. 98(4), pages 774-788, April.
    4. 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.
    5. 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.
    6. Bradley, Richard C., 1996. "A covariance inequality under a two-part dependence assumption," Statistics & Probability Letters, Elsevier, vol. 30(4), pages 287-293, November.

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